ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 118-140 118-265 0-125 0.3% 119-050
High 118-275 118-315 0-040 0.1% 119-105
Low 118-140 118-205 0-065 0.2% 118-140
Close 118-235 118-240 0-005 0.0% 118-215
Range 0-135 0-110 -0-025 -18.5% 0-285
ATR 0-104 0-104 0-000 0.4% 0-000
Volume 1,538,450 1,513,415 -25,035 -1.6% 7,507,045
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 119-263 119-202 118-301
R3 119-153 119-092 118-270
R2 119-043 119-043 118-260
R1 118-302 118-302 118-250 118-278
PP 118-253 118-253 118-253 118-241
S1 118-192 118-192 118-230 118-167
S2 118-143 118-143 118-220
S3 118-033 118-082 118-210
S4 117-243 117-292 118-179
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 121-155 120-310 119-052
R3 120-190 120-025 118-293
R2 119-225 119-225 118-267
R1 119-060 119-060 118-241 119-000
PP 118-260 118-260 118-260 118-230
S1 118-095 118-095 118-189 118-035
S2 117-295 117-295 118-163
S3 117-010 117-130 118-137
S4 116-045 116-165 118-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-315 118-110 0-205 0.5% 0-092 0.2% 63% True False 1,303,721
10 119-135 118-110 1-025 0.9% 0-104 0.3% 38% False False 1,436,439
20 120-125 118-110 2-015 1.7% 0-104 0.3% 20% False False 1,437,711
40 120-200 118-110 2-090 1.9% 0-103 0.3% 18% False False 889,919
60 120-200 118-110 2-090 1.9% 0-100 0.3% 18% False False 593,654
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-143
2.618 119-283
1.618 119-173
1.000 119-105
0.618 119-063
HIGH 118-315
0.618 118-273
0.500 118-260
0.382 118-247
LOW 118-205
0.618 118-137
1.000 118-095
1.618 118-027
2.618 117-237
4.250 117-057
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 118-260 118-231
PP 118-253 118-222
S1 118-247 118-213

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

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