ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
120-180 |
120-155 |
-0-025 |
-0.1% |
120-300 |
| High |
120-210 |
120-195 |
-0-015 |
0.0% |
121-075 |
| Low |
120-050 |
120-020 |
-0-030 |
-0.1% |
120-010 |
| Close |
120-155 |
120-065 |
-0-090 |
-0.2% |
120-185 |
| Range |
0-160 |
0-175 |
0-015 |
9.4% |
1-065 |
| ATR |
0-189 |
0-188 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,618,062 |
2,154,049 |
535,987 |
33.1% |
8,367,923 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-298 |
121-197 |
120-161 |
|
| R3 |
121-123 |
121-022 |
120-113 |
|
| R2 |
120-268 |
120-268 |
120-097 |
|
| R1 |
120-167 |
120-167 |
120-081 |
120-130 |
| PP |
120-093 |
120-093 |
120-093 |
120-075 |
| S1 |
119-312 |
119-312 |
120-049 |
119-275 |
| S2 |
119-238 |
119-238 |
120-033 |
|
| S3 |
119-063 |
119-137 |
120-017 |
|
| S4 |
118-208 |
118-282 |
119-289 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-072 |
123-193 |
121-077 |
|
| R3 |
123-007 |
122-128 |
120-291 |
|
| R2 |
121-262 |
121-262 |
120-256 |
|
| R1 |
121-063 |
121-063 |
120-220 |
120-290 |
| PP |
120-197 |
120-197 |
120-197 |
120-150 |
| S1 |
119-318 |
119-318 |
120-150 |
119-225 |
| S2 |
119-132 |
119-132 |
120-114 |
|
| S3 |
118-067 |
118-253 |
120-079 |
|
| S4 |
117-002 |
117-188 |
119-293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-075 |
120-010 |
1-065 |
1.0% |
0-194 |
0.5% |
14% |
False |
False |
1,888,156 |
| 10 |
121-195 |
120-010 |
1-185 |
1.3% |
0-192 |
0.5% |
11% |
False |
False |
2,029,679 |
| 20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-207 |
0.5% |
7% |
False |
False |
2,122,630 |
| 40 |
124-025 |
120-010 |
4-015 |
3.4% |
0-158 |
0.4% |
4% |
False |
False |
1,685,562 |
| 60 |
125-000 |
120-010 |
4-310 |
4.1% |
0-150 |
0.4% |
3% |
False |
False |
1,603,190 |
| 80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-142 |
0.4% |
3% |
False |
False |
1,226,508 |
| 100 |
125-145 |
120-010 |
5-135 |
4.5% |
0-135 |
0.4% |
3% |
False |
False |
981,490 |
| 120 |
127-060 |
120-010 |
7-050 |
6.0% |
0-117 |
0.3% |
2% |
False |
False |
817,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-299 |
|
2.618 |
122-013 |
|
1.618 |
121-158 |
|
1.000 |
121-050 |
|
0.618 |
120-303 |
|
HIGH |
120-195 |
|
0.618 |
120-128 |
|
0.500 |
120-108 |
|
0.382 |
120-087 |
|
LOW |
120-020 |
|
0.618 |
119-232 |
|
1.000 |
119-165 |
|
1.618 |
119-057 |
|
2.618 |
118-202 |
|
4.250 |
117-236 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-108 |
120-135 |
| PP |
120-093 |
120-112 |
| S1 |
120-079 |
120-088 |
|