ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
119-310 |
120-035 |
0-045 |
0.1% |
119-315 |
| High |
120-080 |
120-250 |
0-170 |
0.4% |
120-230 |
| Low |
119-220 |
120-030 |
0-130 |
0.3% |
119-285 |
| Close |
119-305 |
120-165 |
0-180 |
0.5% |
120-110 |
| Range |
0-180 |
0-220 |
0-040 |
22.2% |
0-265 |
| ATR |
0-156 |
0-164 |
0-008 |
5.0% |
0-000 |
| Volume |
1,518,293 |
2,424,965 |
906,672 |
59.7% |
6,656,314 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-168 |
122-067 |
120-286 |
|
| R3 |
121-268 |
121-167 |
120-225 |
|
| R2 |
121-048 |
121-048 |
120-205 |
|
| R1 |
120-267 |
120-267 |
120-185 |
120-318 |
| PP |
120-148 |
120-148 |
120-148 |
120-174 |
| S1 |
120-047 |
120-047 |
120-145 |
120-098 |
| S2 |
119-248 |
119-248 |
120-125 |
|
| S3 |
119-028 |
119-147 |
120-104 |
|
| S4 |
118-128 |
118-247 |
120-044 |
|
|
| 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 |
120-250 |
119-220 |
1-030 |
0.9% |
0-155 |
0.4% |
76% |
True |
False |
1,480,842 |
| 10 |
120-250 |
119-220 |
1-030 |
0.9% |
0-142 |
0.4% |
76% |
True |
False |
1,440,728 |
| 20 |
120-250 |
119-215 |
1-035 |
0.9% |
0-156 |
0.4% |
76% |
True |
False |
1,622,036 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-181 |
0.5% |
41% |
False |
False |
873,354 |
| 60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-157 |
0.4% |
25% |
False |
False |
583,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-225 |
|
2.618 |
122-186 |
|
1.618 |
121-286 |
|
1.000 |
121-150 |
|
0.618 |
121-066 |
|
HIGH |
120-250 |
|
0.618 |
120-166 |
|
0.500 |
120-140 |
|
0.382 |
120-114 |
|
LOW |
120-030 |
|
0.618 |
119-214 |
|
1.000 |
119-130 |
|
1.618 |
118-314 |
|
2.618 |
118-094 |
|
4.250 |
117-055 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-157 |
120-135 |
| PP |
120-148 |
120-105 |
| S1 |
120-140 |
120-075 |
|