ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-050 |
120-000 |
-0-050 |
-0.1% |
120-055 |
| High |
120-200 |
120-070 |
-0-130 |
-0.3% |
120-230 |
| Low |
119-285 |
119-265 |
-0-020 |
-0.1% |
119-215 |
| Close |
120-010 |
120-010 |
0-000 |
0.0% |
120-060 |
| Range |
0-235 |
0-125 |
-0-110 |
-46.8% |
1-015 |
| ATR |
0-185 |
0-181 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,473,819 |
1,485,681 |
11,862 |
0.8% |
10,553,273 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-063 |
121-002 |
120-079 |
|
| R3 |
120-258 |
120-197 |
120-044 |
|
| R2 |
120-133 |
120-133 |
120-033 |
|
| R1 |
120-072 |
120-072 |
120-021 |
120-103 |
| PP |
120-008 |
120-008 |
120-008 |
120-024 |
| S1 |
119-267 |
119-267 |
119-319 |
119-298 |
| S2 |
119-203 |
119-203 |
119-307 |
|
| S3 |
119-078 |
119-142 |
119-296 |
|
| S4 |
118-273 |
119-017 |
119-261 |
|
|
| 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% |
0-185 |
0.5% |
34% |
False |
False |
1,838,736 |
| 10 |
120-230 |
119-155 |
1-075 |
1.0% |
0-174 |
0.5% |
44% |
False |
False |
1,684,693 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-197 |
0.5% |
23% |
False |
False |
870,419 |
| 40 |
123-100 |
119-140 |
3-280 |
3.2% |
0-173 |
0.5% |
15% |
False |
False |
439,957 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-132 |
0.3% |
12% |
False |
False |
293,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-281 |
|
2.618 |
121-077 |
|
1.618 |
120-272 |
|
1.000 |
120-195 |
|
0.618 |
120-147 |
|
HIGH |
120-070 |
|
0.618 |
120-022 |
|
0.500 |
120-008 |
|
0.382 |
119-313 |
|
LOW |
119-265 |
|
0.618 |
119-188 |
|
1.000 |
119-140 |
|
1.618 |
119-063 |
|
2.618 |
118-258 |
|
4.250 |
118-054 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-009 |
120-085 |
| PP |
120-008 |
120-060 |
| S1 |
120-008 |
120-035 |
|