ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-175 |
120-050 |
-0-125 |
-0.3% |
120-055 |
| High |
120-225 |
120-200 |
-0-025 |
-0.1% |
120-230 |
| Low |
120-025 |
119-285 |
-0-060 |
-0.2% |
119-215 |
| Close |
120-060 |
120-010 |
-0-050 |
-0.1% |
120-060 |
| Range |
0-200 |
0-235 |
0-035 |
17.5% |
1-015 |
| ATR |
0-181 |
0-185 |
0-004 |
2.1% |
0-000 |
| Volume |
1,928,111 |
1,473,819 |
-454,292 |
-23.6% |
10,553,273 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-123 |
121-302 |
120-139 |
|
| R3 |
121-208 |
121-067 |
120-075 |
|
| R2 |
120-293 |
120-293 |
120-053 |
|
| R1 |
120-152 |
120-152 |
120-032 |
120-105 |
| PP |
120-058 |
120-058 |
120-058 |
120-035 |
| S1 |
119-237 |
119-237 |
119-308 |
119-190 |
| S2 |
119-143 |
119-143 |
119-287 |
|
| S3 |
118-228 |
119-002 |
119-265 |
|
| S4 |
117-313 |
118-087 |
119-201 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-107 |
122-258 |
120-244 |
|
| R3 |
122-092 |
121-243 |
120-152 |
|
| R2 |
121-077 |
121-077 |
120-121 |
|
| R1 |
120-228 |
120-228 |
120-091 |
120-313 |
| PP |
120-062 |
120-062 |
120-062 |
120-104 |
| S1 |
119-213 |
119-213 |
120-029 |
119-298 |
| S2 |
119-047 |
119-047 |
119-319 |
|
| S3 |
118-032 |
118-198 |
119-288 |
|
| S4 |
117-017 |
117-183 |
119-196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-230 |
119-215 |
1-015 |
0.9% |
0-201 |
0.5% |
34% |
False |
False |
1,934,441 |
| 10 |
120-230 |
119-155 |
1-075 |
1.0% |
0-177 |
0.5% |
44% |
False |
False |
1,556,003 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-215 |
0.6% |
23% |
False |
False |
797,700 |
| 40 |
123-175 |
119-140 |
4-035 |
3.4% |
0-173 |
0.5% |
14% |
False |
False |
402,845 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-130 |
0.3% |
12% |
False |
False |
268,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-239 |
|
2.618 |
122-175 |
|
1.618 |
121-260 |
|
1.000 |
121-115 |
|
0.618 |
121-025 |
|
HIGH |
120-200 |
|
0.618 |
120-110 |
|
0.500 |
120-082 |
|
0.382 |
120-055 |
|
LOW |
119-285 |
|
0.618 |
119-140 |
|
1.000 |
119-050 |
|
1.618 |
118-225 |
|
2.618 |
117-310 |
|
4.250 |
116-246 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-082 |
120-098 |
| PP |
120-058 |
120-068 |
| S1 |
120-034 |
120-039 |
|