ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-315 |
122-175 |
-0-140 |
-0.4% |
123-155 |
| High |
123-020 |
122-190 |
-0-150 |
-0.4% |
123-200 |
| Low |
122-175 |
122-110 |
-0-065 |
-0.2% |
122-200 |
| Close |
122-210 |
122-145 |
-0-065 |
-0.2% |
122-300 |
| Range |
0-165 |
0-080 |
-0-085 |
-51.5% |
1-000 |
| ATR |
0-122 |
0-120 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,448,410 |
1,950,365 |
501,955 |
34.7% |
7,903,126 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-068 |
123-027 |
122-189 |
|
| R3 |
122-308 |
122-267 |
122-167 |
|
| R2 |
122-228 |
122-228 |
122-160 |
|
| R1 |
122-187 |
122-187 |
122-152 |
122-168 |
| PP |
122-148 |
122-148 |
122-148 |
122-139 |
| S1 |
122-107 |
122-107 |
122-138 |
122-088 |
| S2 |
122-068 |
122-068 |
122-130 |
|
| S3 |
121-308 |
122-027 |
122-123 |
|
| S4 |
121-228 |
121-267 |
122-101 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-020 |
125-160 |
123-156 |
|
| R3 |
125-020 |
124-160 |
123-068 |
|
| R2 |
124-020 |
124-020 |
123-039 |
|
| R1 |
123-160 |
123-160 |
123-009 |
123-090 |
| PP |
123-020 |
123-020 |
123-020 |
122-305 |
| S1 |
122-160 |
122-160 |
122-271 |
122-090 |
| S2 |
122-020 |
122-020 |
122-241 |
|
| S3 |
121-020 |
121-160 |
122-212 |
|
| S4 |
120-020 |
120-160 |
122-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-050 |
122-110 |
0-260 |
0.7% |
0-116 |
0.3% |
13% |
False |
True |
1,628,849 |
| 10 |
123-280 |
122-110 |
1-170 |
1.3% |
0-118 |
0.3% |
7% |
False |
True |
1,527,142 |
| 20 |
124-080 |
122-110 |
1-290 |
1.6% |
0-112 |
0.3% |
6% |
False |
True |
1,193,824 |
| 40 |
125-000 |
122-110 |
2-210 |
2.2% |
0-123 |
0.3% |
4% |
False |
True |
1,266,201 |
| 60 |
125-065 |
122-110 |
2-275 |
2.3% |
0-121 |
0.3% |
4% |
False |
True |
851,115 |
| 80 |
125-260 |
122-110 |
3-150 |
2.8% |
0-115 |
0.3% |
3% |
False |
True |
638,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-210 |
|
2.618 |
123-079 |
|
1.618 |
122-319 |
|
1.000 |
122-270 |
|
0.618 |
122-239 |
|
HIGH |
122-190 |
|
0.618 |
122-159 |
|
0.500 |
122-150 |
|
0.382 |
122-141 |
|
LOW |
122-110 |
|
0.618 |
122-061 |
|
1.000 |
122-030 |
|
1.618 |
121-301 |
|
2.618 |
121-221 |
|
4.250 |
121-090 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-150 |
122-240 |
| PP |
122-148 |
122-208 |
| S1 |
122-147 |
122-177 |
|