ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-045 |
120-000 |
-0-045 |
-0.1% |
120-055 |
| High |
120-145 |
120-100 |
-0-045 |
-0.1% |
120-230 |
| Low |
119-315 |
119-305 |
-0-010 |
0.0% |
119-215 |
| Close |
120-010 |
120-055 |
0-045 |
0.1% |
120-060 |
| Range |
0-150 |
0-115 |
-0-035 |
-23.3% |
1-015 |
| ATR |
0-178 |
0-174 |
-0-005 |
-2.5% |
0-000 |
| Volume |
1,729,097 |
1,256,132 |
-472,965 |
-27.4% |
10,553,273 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-072 |
121-018 |
120-118 |
|
| R3 |
120-277 |
120-223 |
120-087 |
|
| R2 |
120-162 |
120-162 |
120-076 |
|
| R1 |
120-108 |
120-108 |
120-066 |
120-135 |
| PP |
120-047 |
120-047 |
120-047 |
120-060 |
| S1 |
119-313 |
119-313 |
120-044 |
120-020 |
| S2 |
119-252 |
119-252 |
120-034 |
|
| S3 |
119-137 |
119-198 |
120-023 |
|
| S4 |
119-022 |
119-083 |
119-312 |
|
|
| 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 |
120-225 |
119-265 |
0-280 |
0.7% |
0-165 |
0.4% |
39% |
False |
False |
1,574,568 |
| 10 |
120-230 |
119-215 |
1-015 |
0.9% |
0-170 |
0.4% |
48% |
False |
False |
1,803,345 |
| 20 |
121-010 |
119-140 |
1-190 |
1.3% |
0-175 |
0.5% |
46% |
False |
False |
1,017,171 |
| 40 |
122-245 |
119-140 |
3-105 |
2.8% |
0-174 |
0.5% |
22% |
False |
False |
514,436 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-136 |
0.4% |
15% |
False |
False |
343,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-269 |
|
2.618 |
121-081 |
|
1.618 |
120-286 |
|
1.000 |
120-215 |
|
0.618 |
120-171 |
|
HIGH |
120-100 |
|
0.618 |
120-056 |
|
0.500 |
120-042 |
|
0.382 |
120-029 |
|
LOW |
119-305 |
|
0.618 |
119-234 |
|
1.000 |
119-190 |
|
1.618 |
119-119 |
|
2.618 |
119-004 |
|
4.250 |
118-136 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-051 |
120-052 |
| PP |
120-047 |
120-048 |
| S1 |
120-042 |
120-045 |
|