ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-065 |
0-010 |
0.0% |
119-315 |
| High |
120-145 |
120-100 |
-0-045 |
-0.1% |
120-080 |
| Low |
120-030 |
119-215 |
-0-135 |
-0.4% |
119-155 |
| Close |
120-085 |
119-255 |
-0-150 |
-0.4% |
120-055 |
| Range |
0-115 |
0-205 |
0-090 |
78.3% |
0-245 |
| ATR |
0-177 |
0-179 |
0-002 |
1.1% |
0-000 |
| Volume |
2,354,886 |
1,964,205 |
-390,681 |
-16.6% |
3,532,941 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-272 |
121-148 |
120-048 |
|
| R3 |
121-067 |
120-263 |
119-311 |
|
| R2 |
120-182 |
120-182 |
119-293 |
|
| R1 |
120-058 |
120-058 |
119-274 |
120-018 |
| PP |
119-297 |
119-297 |
119-297 |
119-276 |
| S1 |
119-173 |
119-173 |
119-236 |
119-133 |
| S2 |
119-092 |
119-092 |
119-217 |
|
| S3 |
118-207 |
118-288 |
119-199 |
|
| S4 |
118-002 |
118-083 |
119-142 |
|
|
| 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% |
0-162 |
0.4% |
32% |
False |
False |
1,530,650 |
| 10 |
120-215 |
119-140 |
1-075 |
1.0% |
0-170 |
0.4% |
29% |
False |
False |
809,231 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-208 |
0.5% |
14% |
False |
False |
415,714 |
| 40 |
123-240 |
119-140 |
4-100 |
3.6% |
0-163 |
0.4% |
8% |
False |
False |
210,231 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-116 |
0.3% |
7% |
False |
False |
140,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-011 |
|
2.618 |
121-317 |
|
1.618 |
121-112 |
|
1.000 |
120-305 |
|
0.618 |
120-227 |
|
HIGH |
120-100 |
|
0.618 |
120-022 |
|
0.500 |
119-318 |
|
0.382 |
119-293 |
|
LOW |
119-215 |
|
0.618 |
119-088 |
|
1.000 |
119-010 |
|
1.618 |
118-203 |
|
2.618 |
117-318 |
|
4.250 |
116-304 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-318 |
120-020 |
| PP |
119-297 |
119-312 |
| S1 |
119-276 |
119-283 |
|