ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
119-250 |
120-055 |
0-125 |
0.3% |
119-315 |
| High |
120-080 |
120-145 |
0-065 |
0.2% |
120-080 |
| Low |
119-215 |
120-030 |
0-135 |
0.4% |
119-155 |
| Close |
120-055 |
120-085 |
0-030 |
0.1% |
120-055 |
| Range |
0-185 |
0-115 |
-0-070 |
-37.8% |
0-245 |
| ATR |
0-182 |
0-177 |
-0-005 |
-2.6% |
0-000 |
| Volume |
1,535,450 |
2,354,886 |
819,436 |
53.4% |
3,532,941 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-112 |
121-053 |
120-148 |
|
| R3 |
120-317 |
120-258 |
120-117 |
|
| R2 |
120-202 |
120-202 |
120-106 |
|
| R1 |
120-143 |
120-143 |
120-096 |
120-172 |
| PP |
120-087 |
120-087 |
120-087 |
120-101 |
| S1 |
120-028 |
120-028 |
120-074 |
120-058 |
| S2 |
119-292 |
119-292 |
120-064 |
|
| S3 |
119-177 |
119-233 |
120-053 |
|
| S4 |
119-062 |
119-118 |
120-022 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-085 |
121-315 |
120-190 |
|
| R3 |
121-160 |
121-070 |
120-122 |
|
| R2 |
120-235 |
120-235 |
120-100 |
|
| R1 |
120-145 |
120-145 |
120-077 |
120-190 |
| PP |
119-310 |
119-310 |
119-310 |
120-013 |
| S1 |
119-220 |
119-220 |
120-033 |
119-265 |
| S2 |
119-065 |
119-065 |
120-010 |
|
| S3 |
118-140 |
118-295 |
119-308 |
|
| S4 |
117-215 |
118-050 |
119-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-145 |
119-155 |
0-310 |
0.8% |
0-153 |
0.4% |
81% |
True |
False |
1,177,565 |
| 10 |
120-215 |
119-140 |
1-075 |
1.0% |
0-162 |
0.4% |
67% |
False |
False |
615,770 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-207 |
0.5% |
32% |
False |
False |
317,833 |
| 40 |
123-240 |
119-140 |
4-100 |
3.6% |
0-159 |
0.4% |
19% |
False |
False |
161,205 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-113 |
0.3% |
17% |
False |
False |
107,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-314 |
|
2.618 |
121-126 |
|
1.618 |
121-011 |
|
1.000 |
120-260 |
|
0.618 |
120-216 |
|
HIGH |
120-145 |
|
0.618 |
120-101 |
|
0.500 |
120-088 |
|
0.382 |
120-074 |
|
LOW |
120-030 |
|
0.618 |
119-279 |
|
1.000 |
119-235 |
|
1.618 |
119-164 |
|
2.618 |
119-049 |
|
4.250 |
118-181 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-088 |
120-054 |
| PP |
120-087 |
120-023 |
| S1 |
120-086 |
119-312 |
|