ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 21-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-090 |
119-310 |
-0-100 |
-0.3% |
119-315 |
| High |
120-110 |
120-080 |
-0-030 |
-0.1% |
120-230 |
| Low |
119-300 |
119-220 |
-0-080 |
-0.2% |
119-285 |
| Close |
120-030 |
119-305 |
-0-045 |
-0.1% |
120-110 |
| Range |
0-130 |
0-180 |
0-050 |
38.4% |
0-265 |
| ATR |
0-154 |
0-156 |
0-002 |
1.2% |
0-000 |
| Volume |
1,081,891 |
1,518,293 |
436,402 |
40.3% |
6,656,314 |
|
| Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-208 |
121-117 |
120-084 |
|
| R3 |
121-028 |
120-257 |
120-034 |
|
| R2 |
120-168 |
120-168 |
120-018 |
|
| R1 |
120-077 |
120-077 |
120-001 |
120-032 |
| PP |
119-308 |
119-308 |
119-308 |
119-286 |
| S1 |
119-217 |
119-217 |
119-288 |
119-172 |
| S2 |
119-128 |
119-128 |
119-272 |
|
| S3 |
118-268 |
119-037 |
119-255 |
|
| S4 |
118-088 |
118-177 |
119-206 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-257 |
122-128 |
120-256 |
|
| R3 |
121-312 |
121-183 |
120-183 |
|
| R2 |
121-047 |
121-047 |
120-159 |
|
| R1 |
120-238 |
120-238 |
120-134 |
120-303 |
| PP |
120-102 |
120-102 |
120-102 |
120-134 |
| S1 |
119-293 |
119-293 |
120-086 |
120-038 |
| S2 |
119-157 |
119-157 |
120-061 |
|
| S3 |
118-212 |
119-028 |
120-037 |
|
| S4 |
117-267 |
118-083 |
119-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-230 |
119-220 |
1-010 |
0.9% |
0-132 |
0.3% |
26% |
False |
True |
1,259,314 |
| 10 |
120-230 |
119-220 |
1-010 |
0.9% |
0-132 |
0.3% |
26% |
False |
True |
1,323,845 |
| 20 |
120-230 |
119-160 |
1-070 |
1.0% |
0-151 |
0.4% |
37% |
False |
False |
1,558,723 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-179 |
0.5% |
20% |
False |
False |
813,009 |
| 60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-154 |
0.4% |
12% |
False |
False |
542,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-205 |
|
2.618 |
121-231 |
|
1.618 |
121-051 |
|
1.000 |
120-260 |
|
0.618 |
120-191 |
|
HIGH |
120-080 |
|
0.618 |
120-011 |
|
0.500 |
119-310 |
|
0.382 |
119-289 |
|
LOW |
119-220 |
|
0.618 |
119-109 |
|
1.000 |
119-040 |
|
1.618 |
118-249 |
|
2.618 |
118-069 |
|
4.250 |
117-095 |
|
|
| Fisher Pivots for day following 21-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-310 |
120-030 |
| PP |
119-308 |
120-015 |
| S1 |
119-307 |
120-000 |
|