ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
120-045 |
0-045 |
0.1% |
120-055 |
| High |
120-070 |
120-145 |
0-075 |
0.2% |
120-230 |
| Low |
119-265 |
119-315 |
0-050 |
0.1% |
119-215 |
| Close |
120-010 |
120-010 |
0-000 |
0.0% |
120-060 |
| Range |
0-125 |
0-150 |
0-025 |
20.0% |
1-015 |
| ATR |
0-181 |
0-178 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,485,681 |
1,729,097 |
243,416 |
16.4% |
10,553,273 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-180 |
121-085 |
120-093 |
|
| R3 |
121-030 |
120-255 |
120-051 |
|
| R2 |
120-200 |
120-200 |
120-038 |
|
| R1 |
120-105 |
120-105 |
120-024 |
120-078 |
| PP |
120-050 |
120-050 |
120-050 |
120-036 |
| S1 |
119-275 |
119-275 |
119-316 |
119-248 |
| S2 |
119-220 |
119-220 |
119-303 |
|
| S3 |
119-070 |
119-125 |
119-289 |
|
| S4 |
118-240 |
118-295 |
119-248 |
|
|
| 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 |
119-265 |
0-285 |
0.7% |
0-187 |
0.5% |
23% |
False |
False |
1,843,788 |
| 10 |
120-230 |
119-160 |
1-070 |
1.0% |
0-171 |
0.4% |
44% |
False |
False |
1,793,602 |
| 20 |
121-020 |
119-140 |
1-200 |
1.4% |
0-182 |
0.5% |
37% |
False |
False |
955,324 |
| 40 |
123-045 |
119-140 |
3-225 |
3.1% |
0-175 |
0.5% |
16% |
False |
False |
483,168 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-134 |
0.3% |
12% |
False |
False |
322,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-142 |
|
2.618 |
121-218 |
|
1.618 |
121-068 |
|
1.000 |
120-295 |
|
0.618 |
120-238 |
|
HIGH |
120-145 |
|
0.618 |
120-088 |
|
0.500 |
120-070 |
|
0.382 |
120-052 |
|
LOW |
119-315 |
|
0.618 |
119-222 |
|
1.000 |
119-165 |
|
1.618 |
119-072 |
|
2.618 |
118-242 |
|
4.250 |
117-318 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-070 |
120-072 |
| PP |
120-050 |
120-052 |
| S1 |
120-030 |
120-031 |
|