ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 19-Mar-2018

Day Change Summary
	Previous	Current
	16-Mar-2018	19-Mar-2018	Change	Change %	Previous Week
Open	121-025	120-310	-0-035	-0.1%	120-195
High	121-070	121-035	-0-035	-0.1%	121-090
Low	120-290	120-230	-0-060	-0.2%	120-175
Close	120-310	121-000	0-010	0.0%	120-310
Range	0-100	0-125	0-025	25.0%	0-235
ATR	0-152	0-150	-0-002	-1.3%	0-000
Volume	12,887	11,475	-1,412	-11.0%	61,907

Daily Pivots for day following 19-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-037	121-303	121-069
R3	121-232	121-178	121-034
R2	121-107	121-107	121-023
R1	121-053	121-053	121-011	121-080
PP	120-302	120-302	120-302	120-315
S1	120-248	120-248	120-309	120-275
S2	120-177	120-177	120-297
S3	120-052	120-123	120-286
S4	119-247	119-318	120-251

Weekly Pivots for week ending 16-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-043	122-252	121-119
R3	122-128	122-017	121-055
R2	121-213	121-213	121-033
R1	121-102	121-102	121-012	121-158
PP	120-298	120-298	120-298	121-006
S1	120-187	120-187	120-288	120-243
S2	120-063	120-063	120-267
S3	119-148	119-272	120-245
S4	118-233	119-037	120-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-090	120-225	0-185	0.5%	0-119	0.3%	51%	False	False	12,598
10	121-090	120-145	0-265	0.7%	0-120	0.3%	66%	False	False	17,896
20	121-095	120-020	1-075	1.0%	0-146	0.4%	76%	False	False	714,286
40	122-190	120-010	2-180	2.1%	0-174	0.4%	38%	False	False	1,399,023
60	124-025	120-010	4-015	3.3%	0-152	0.4%	24%	False	False	1,334,525
80	125-000	120-010	4-310	4.1%	0-148	0.4%	19%	False	False	1,350,661
100	125-065	120-010	5-055	4.3%	0-142	0.4%	19%	False	False	1,086,414
120	125-255	120-010	5-245	4.8%	0-136	0.4%	17%	False	False	905,527

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-246
2.618	122-042
1.618	121-237
1.000	121-160
0.618	121-112
HIGH	121-035
0.618	120-307
0.500	120-293
0.382	120-278
LOW	120-230
0.618	120-153
1.000	120-105
1.618	120-028
2.618	119-223
4.250	119-019

Fisher Pivots for day following 19-Mar-2018
Pivot	1 day	3 day
R1	120-311	121-000
PP	120-302	121-000
S1	120-293	121-000

Download as Excel Spreadsheet

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

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