ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
121-210 |
121-215 |
0-005 |
0.0% |
122-090 |
| High |
121-275 |
121-215 |
-0-060 |
-0.2% |
122-175 |
| Low |
121-105 |
121-025 |
-0-080 |
-0.2% |
121-310 |
| Close |
121-185 |
121-070 |
-0-115 |
-0.3% |
122-020 |
| Range |
0-170 |
0-190 |
0-020 |
11.8% |
0-185 |
| ATR |
0-133 |
0-137 |
0-004 |
3.1% |
0-000 |
| Volume |
2,439,319 |
2,201,452 |
-237,867 |
-9.8% |
7,862,142 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-033 |
122-242 |
121-175 |
|
| R3 |
122-163 |
122-052 |
121-122 |
|
| R2 |
121-293 |
121-293 |
121-105 |
|
| R1 |
121-182 |
121-182 |
121-087 |
121-143 |
| PP |
121-103 |
121-103 |
121-103 |
121-084 |
| S1 |
120-312 |
120-312 |
121-053 |
120-272 |
| S2 |
120-233 |
120-233 |
121-035 |
|
| S3 |
120-043 |
120-122 |
121-018 |
|
| S4 |
119-173 |
119-252 |
120-286 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-297 |
123-183 |
122-122 |
|
| R3 |
123-112 |
122-318 |
122-071 |
|
| R2 |
122-247 |
122-247 |
122-054 |
|
| R1 |
122-133 |
122-133 |
122-037 |
122-098 |
| PP |
122-062 |
122-062 |
122-062 |
122-044 |
| S1 |
121-268 |
121-268 |
122-003 |
121-233 |
| S2 |
121-197 |
121-197 |
121-306 |
|
| S3 |
121-012 |
121-083 |
121-289 |
|
| S4 |
120-147 |
120-218 |
121-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-145 |
121-025 |
1-120 |
1.1% |
0-165 |
0.4% |
10% |
False |
True |
1,948,835 |
| 10 |
122-175 |
121-025 |
1-150 |
1.2% |
0-146 |
0.4% |
10% |
False |
True |
1,773,862 |
| 20 |
123-280 |
121-025 |
2-255 |
2.3% |
0-132 |
0.3% |
5% |
False |
True |
1,650,502 |
| 40 |
124-230 |
121-025 |
3-205 |
3.0% |
0-123 |
0.3% |
4% |
False |
True |
1,334,938 |
| 60 |
125-065 |
121-025 |
4-040 |
3.4% |
0-125 |
0.3% |
3% |
False |
True |
1,145,896 |
| 80 |
125-145 |
121-025 |
4-120 |
3.6% |
0-120 |
0.3% |
3% |
False |
True |
860,243 |
| 100 |
126-220 |
121-025 |
5-195 |
4.6% |
0-110 |
0.3% |
3% |
False |
True |
688,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-063 |
|
2.618 |
123-072 |
|
1.618 |
122-202 |
|
1.000 |
122-085 |
|
0.618 |
122-012 |
|
HIGH |
121-215 |
|
0.618 |
121-142 |
|
0.500 |
121-120 |
|
0.382 |
121-098 |
|
LOW |
121-025 |
|
0.618 |
120-228 |
|
1.000 |
120-155 |
|
1.618 |
120-038 |
|
2.618 |
119-168 |
|
4.250 |
118-177 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-120 |
121-165 |
| PP |
121-103 |
121-133 |
| S1 |
121-087 |
121-102 |
|