ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 06-Sep-2018
Day Change Summary
Previous Current
05-Sep-2018 06-Sep-2018 Change Change % Previous Week
Open 119-305 119-310 0-005 0.0% 120-160
High 120-025 120-070 0-045 0.1% 120-175
Low 119-265 119-290 0-025 0.1% 119-275
Close 119-305 120-055 0-070 0.2% 120-085
Range 0-080 0-100 0-020 25.0% 0-220
ATR 0-101 0-101 0-000 -0.1% 0-000
Volume 1,244,147 1,393,592 149,445 12.0% 8,115,084
Daily Pivots for day following 06-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-012 120-293 120-110
R3 120-232 120-193 120-083
R2 120-132 120-132 120-073
R1 120-093 120-093 120-064 120-113
PP 120-032 120-032 120-032 120-041
S1 119-313 119-313 120-046 120-013
S2 119-252 119-252 120-037
S3 119-152 119-213 120-028
S4 119-052 119-113 120-000
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% 0-097 0.3% 61% False False 1,440,634
10 120-185 119-265 0-240 0.6% 0-094 0.2% 46% False False 1,345,676
20 120-200 119-105 1-095 1.1% 0-103 0.3% 65% False False 701,026
40 120-200 118-275 1-245 1.5% 0-100 0.3% 74% False False 351,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-175
2.618 121-012
1.618 120-232
1.000 120-170
0.618 120-132
HIGH 120-070
0.618 120-032
0.500 120-020
0.382 120-008
LOW 119-290
0.618 119-228
1.000 119-190
1.618 119-128
2.618 119-028
4.250 118-185
Fisher Pivots for day following 06-Sep-2018
Pivot 1 day 3 day
R1 120-043 120-043
PP 120-032 120-032
S1 120-020 120-020

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

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