ECBOT 10 Year T-Note Future December 2018


Trading Metrics calculated at close of trading on 11-Oct-2018
Day Change Summary
Previous Current
10-Oct-2018 11-Oct-2018 Change Change % Previous Week
Open 117-255 118-065 0-130 0.3% 118-230
High 118-065 118-145 0-080 0.2% 118-295
Low 117-175 117-305 0-130 0.3% 117-165
Close 117-240 118-125 0-205 0.5% 117-215
Range 0-210 0-160 -0-050 -23.8% 1-130
ATR 0-128 0-135 0-007 5.4% 0-000
Volume 2,551,116 3,666,139 1,115,023 43.7% 10,754,762
Daily Pivots for day following 11-Oct-2018
Classic Woodie Camarilla DeMark
R4 119-245 119-185 118-213
R3 119-085 119-025 118-169
R2 118-245 118-245 118-154
R1 118-185 118-185 118-140 118-215
PP 118-085 118-085 118-085 118-100
S1 118-025 118-025 118-110 118-055
S2 117-245 117-245 118-096
S3 117-085 117-185 118-081
S4 116-245 117-025 118-037
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 122-082 121-118 118-143
R3 120-272 119-308 118-019
R2 119-142 119-142 117-298
R1 118-178 118-178 117-256 118-095
PP 118-012 118-012 118-012 117-290
S1 117-048 117-048 117-174 116-285
S2 116-202 116-202 117-133
S3 115-072 115-238 117-091
S4 113-262 114-108 116-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-145 117-135 1-010 0.9% 0-153 0.4% 94% True False 2,200,706
10 119-000 117-135 1-185 1.3% 0-147 0.4% 61% False False 2,110,876
20 119-135 117-135 2-000 1.7% 0-126 0.3% 48% False False 1,773,658
40 120-200 117-135 3-065 2.7% 0-112 0.3% 30% False False 1,414,689
60 120-200 117-135 3-065 2.7% 0-113 0.3% 30% False False 945,445
80 120-200 117-135 3-065 2.7% 0-102 0.3% 30% False False 709,116
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-185
2.618 119-244
1.618 119-084
1.000 118-305
0.618 118-244
HIGH 118-145
0.618 118-084
0.500 118-065
0.382 118-046
LOW 117-305
0.618 117-206
1.000 117-145
1.618 117-046
2.618 116-206
4.250 115-265
Fisher Pivots for day following 11-Oct-2018
Pivot 1 day 3 day
R1 118-105 118-079
PP 118-085 118-033
S1 118-065 117-308

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

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