ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-065 |
119-315 |
-0-070 |
-0.2% |
120-050 |
| High |
120-080 |
120-080 |
0-000 |
0.0% |
120-200 |
| Low |
119-265 |
119-285 |
0-020 |
0.1% |
119-265 |
| Close |
120-010 |
120-065 |
0-055 |
0.1% |
120-010 |
| Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
0-255 |
| ATR |
0-171 |
0-167 |
-0-004 |
-2.3% |
0-000 |
| Volume |
1,348,496 |
968,757 |
-379,739 |
-28.2% |
7,293,225 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-062 |
121-018 |
120-128 |
|
| R3 |
120-267 |
120-223 |
120-097 |
|
| R2 |
120-152 |
120-152 |
120-086 |
|
| R1 |
120-108 |
120-108 |
120-076 |
120-130 |
| PP |
120-037 |
120-037 |
120-037 |
120-047 |
| S1 |
119-313 |
119-313 |
120-054 |
120-015 |
| S2 |
119-242 |
119-242 |
120-044 |
|
| S3 |
119-127 |
119-198 |
120-033 |
|
| S4 |
119-012 |
119-083 |
120-002 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-177 |
122-028 |
120-150 |
|
| R3 |
121-242 |
121-093 |
120-080 |
|
| R2 |
120-307 |
120-307 |
120-057 |
|
| R1 |
120-158 |
120-158 |
120-033 |
120-105 |
| PP |
120-052 |
120-052 |
120-052 |
120-025 |
| S1 |
119-223 |
119-223 |
119-307 |
119-170 |
| S2 |
119-117 |
119-117 |
119-283 |
|
| S3 |
118-182 |
118-288 |
119-260 |
|
| S4 |
117-247 |
118-033 |
119-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-145 |
119-265 |
0-200 |
0.5% |
0-128 |
0.3% |
60% |
False |
False |
1,357,632 |
| 10 |
120-230 |
119-215 |
1-015 |
0.9% |
0-165 |
0.4% |
51% |
False |
False |
1,646,036 |
| 20 |
120-230 |
119-140 |
1-090 |
1.1% |
0-164 |
0.4% |
60% |
False |
False |
1,130,903 |
| 40 |
122-245 |
119-140 |
3-105 |
2.8% |
0-175 |
0.5% |
23% |
False |
False |
572,183 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-140 |
0.4% |
16% |
False |
False |
381,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-249 |
|
2.618 |
121-061 |
|
1.618 |
120-266 |
|
1.000 |
120-195 |
|
0.618 |
120-151 |
|
HIGH |
120-080 |
|
0.618 |
120-036 |
|
0.500 |
120-022 |
|
0.382 |
120-009 |
|
LOW |
119-285 |
|
0.618 |
119-214 |
|
1.000 |
119-170 |
|
1.618 |
119-099 |
|
2.618 |
118-304 |
|
4.250 |
118-116 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-051 |
120-051 |
| PP |
120-037 |
120-037 |
| S1 |
120-022 |
120-022 |
|