ECBOT 10 Year T-Note Future December 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	120-060	119-305	-0-075	-0.2%	120-160
High	120-095	120-025	-0-070	-0.2%	120-175
Low	119-285	119-265	-0-020	-0.1%	119-275
Close	119-295	119-305	0-010	0.0%	120-085
Range	0-130	0-080	-0-050	-38.5%	0-220
ATR	0-102	0-101	-0-002	-1.6%	0-000
Volume	1,442,281	1,244,147	-198,134	-13.7%	8,115,084

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	120-225	120-185	120-029
R3	120-145	120-105	120-007
R2	120-065	120-065	120-000
R1	120-025	120-025	119-312	120-025
PP	119-305	119-305	119-305	119-305
S1	119-265	119-265	119-298	119-265
S2	119-225	119-225	119-290
S3	119-145	119-185	119-283
S4	119-065	119-105	119-261

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-092	121-308	120-206
R3	121-192	121-088	120-145
R2	120-292	120-292	120-125
R1	120-188	120-188	120-105	120-130
PP	120-072	120-072	120-072	120-043
S1	119-288	119-288	120-065	119-230
S2	119-172	119-172	120-045
S3	118-272	119-068	120-024
S4	118-052	118-168	119-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-125	119-265	0-180	0.5%	0-094	0.2%	22%	False	True	1,522,158
10	120-200	119-265	0-255	0.7%	0-092	0.2%	16%	False	True	1,221,044
20	120-200	119-065	1-135	1.2%	0-101	0.3%	53%	False	False	631,640
40	120-200	118-275	1-245	1.5%	0-099	0.3%	62%	False	False	316,844

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-045
2.618	120-234
1.618	120-154
1.000	120-105
0.618	120-074
HIGH	120-025
0.618	119-314
0.500	119-305
0.382	119-296
LOW	119-265
0.618	119-216
1.000	119-185
1.618	119-136
2.618	119-056
4.250	118-245

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	119-305	120-035
PP	119-305	120-018
S1	119-305	120-002

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols