ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 01-Mar-2018

Day Change Summary
	Previous	Current
	28-Feb-2018	01-Mar-2018	Change	Change %	Previous Week
Open	120-145	120-220	0-075	0.2%	120-180
High	120-225	121-095	0-190	0.5%	120-265
Low	120-095	120-200	0-105	0.3%	120-020
Close	120-210	121-065	0-175	0.5%	120-235
Range	0-130	0-215	0-085	65.4%	0-245
ATR	0-177	0-180	0-003	1.5%	0-000
Volume	329,530	197,034	-132,496	-40.2%	8,566,114

Daily Pivots for day following 01-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	123-018	122-257	121-183
R3	122-123	122-042	121-124
R2	121-228	121-228	121-104
R1	121-147	121-147	121-085	121-188
PP	121-013	121-013	121-013	121-034
S1	120-252	120-252	121-045	120-292
S2	120-118	120-118	121-026
S3	119-223	120-037	121-006
S4	119-008	119-142	120-267

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	122-268	122-177	121-050
R3	122-023	121-252	120-302
R2	121-098	121-098	120-280
R1	121-007	121-007	120-257	121-052
PP	120-173	120-173	120-173	120-196
S1	120-082	120-082	120-213	120-128
S2	119-248	119-248	120-190
S3	119-003	119-157	120-168
S4	118-078	118-232	120-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-095	120-080	1-015	0.9%	0-170	0.4%	91%	True	False	1,571,949
10	121-095	120-010	1-085	1.0%	0-163	0.4%	93%	True	False	1,712,373
20	122-190	120-010	2-180	2.1%	0-210	0.5%	46%	False	False	2,087,589
40	123-285	120-010	3-275	3.2%	0-168	0.4%	30%	False	False	1,837,907
60	124-230	120-010	4-220	3.9%	0-151	0.4%	25%	False	False	1,572,573
80	125-065	120-010	5-055	4.3%	0-145	0.4%	23%	False	False	1,353,905
100	125-145	120-010	5-135	4.5%	0-138	0.4%	22%	False	False	1,083,704
120	127-060	120-010	7-050	5.9%	0-125	0.3%	16%	False	False	903,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	124-049
2.618	123-018
1.618	122-123
1.000	121-310
0.618	121-228
HIGH	121-095
0.618	121-013
0.500	120-308
0.382	120-282
LOW	120-200
0.618	120-067
1.000	119-305
1.618	119-172
2.618	118-277
4.250	117-246

Fisher Pivots for day following 01-Mar-2018
Pivot	1 day	3 day
R1	121-039	121-019
PP	121-013	120-293
S1	120-308	120-248

Download as Excel Spreadsheet

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

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