ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-195 |
120-265 |
0-070 |
0.2% |
120-250 |
| High |
120-280 |
121-045 |
0-085 |
0.2% |
121-070 |
| Low |
120-175 |
120-225 |
0-050 |
0.1% |
120-145 |
| Close |
120-270 |
120-295 |
0-025 |
0.1% |
120-210 |
| Range |
0-105 |
0-140 |
0-035 |
33.3% |
0-245 |
| ATR |
0-164 |
0-162 |
-0-002 |
-1.0% |
0-000 |
| Volume |
10,392 |
17,883 |
7,491 |
72.1% |
153,570 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-075 |
122-005 |
121-052 |
|
| R3 |
121-255 |
121-185 |
121-014 |
|
| R2 |
121-115 |
121-115 |
121-001 |
|
| R1 |
121-045 |
121-045 |
120-308 |
121-080 |
| PP |
120-295 |
120-295 |
120-295 |
120-312 |
| S1 |
120-225 |
120-225 |
120-282 |
120-260 |
| S2 |
120-155 |
120-155 |
120-269 |
|
| S3 |
120-015 |
120-085 |
120-257 |
|
| S4 |
119-195 |
119-265 |
120-218 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-023 |
122-202 |
121-025 |
|
| R3 |
122-098 |
121-277 |
120-277 |
|
| R2 |
121-173 |
121-173 |
120-255 |
|
| R1 |
121-032 |
121-032 |
120-232 |
120-300 |
| PP |
120-248 |
120-248 |
120-248 |
120-223 |
| S1 |
120-107 |
120-107 |
120-188 |
120-055 |
| S2 |
120-003 |
120-003 |
120-165 |
|
| S3 |
119-078 |
119-182 |
120-143 |
|
| S4 |
118-153 |
118-257 |
120-075 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-045 |
120-150 |
0-215 |
0.6% |
0-124 |
0.3% |
67% |
True |
False |
19,883 |
| 10 |
121-095 |
120-095 |
1-000 |
0.8% |
0-150 |
0.4% |
63% |
False |
False |
77,058 |
| 20 |
121-095 |
120-010 |
1-085 |
1.0% |
0-160 |
0.4% |
70% |
False |
False |
1,059,318 |
| 40 |
123-050 |
120-010 |
3-040 |
2.6% |
0-174 |
0.5% |
28% |
False |
False |
1,558,365 |
| 60 |
124-210 |
120-010 |
4-200 |
3.8% |
0-153 |
0.4% |
19% |
False |
False |
1,407,159 |
| 80 |
125-000 |
120-010 |
4-310 |
4.1% |
0-149 |
0.4% |
18% |
False |
False |
1,354,971 |
| 100 |
125-065 |
120-010 |
5-055 |
4.3% |
0-142 |
0.4% |
17% |
False |
False |
1,086,037 |
| 120 |
125-260 |
120-010 |
5-250 |
4.8% |
0-135 |
0.3% |
15% |
False |
False |
905,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-000 |
|
2.618 |
122-092 |
|
1.618 |
121-272 |
|
1.000 |
121-185 |
|
0.618 |
121-132 |
|
HIGH |
121-045 |
|
0.618 |
120-312 |
|
0.500 |
120-295 |
|
0.382 |
120-278 |
|
LOW |
120-225 |
|
0.618 |
120-138 |
|
1.000 |
120-085 |
|
1.618 |
119-318 |
|
2.618 |
119-178 |
|
4.250 |
118-270 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-295 |
120-283 |
| PP |
120-295 |
120-270 |
| S1 |
120-295 |
120-258 |
|