ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
120-260 |
121-010 |
0-070 |
0.2% |
120-205 |
| High |
121-060 |
121-120 |
0-060 |
0.2% |
121-090 |
| Low |
120-255 |
120-295 |
0-040 |
0.1% |
120-110 |
| Close |
121-045 |
121-085 |
0-040 |
0.1% |
121-045 |
| Range |
0-125 |
0-145 |
0-020 |
16.0% |
0-300 |
| ATR |
0-161 |
0-160 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,199,682 |
1,054,232 |
-145,450 |
-12.1% |
6,661,309 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
122-115 |
121-165 |
|
| R3 |
122-030 |
121-290 |
121-125 |
|
| R2 |
121-205 |
121-205 |
121-112 |
|
| R1 |
121-145 |
121-145 |
121-098 |
121-175 |
| PP |
121-060 |
121-060 |
121-060 |
121-075 |
| S1 |
121-000 |
121-000 |
121-072 |
121-030 |
| S2 |
120-235 |
120-235 |
121-058 |
|
| S3 |
120-090 |
120-175 |
121-045 |
|
| S4 |
119-265 |
120-030 |
121-005 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-235 |
123-120 |
121-210 |
|
| R3 |
122-255 |
122-140 |
121-127 |
|
| R2 |
121-275 |
121-275 |
121-100 |
|
| R1 |
121-160 |
121-160 |
121-072 |
121-218 |
| PP |
120-295 |
120-295 |
120-295 |
121-004 |
| S1 |
120-180 |
120-180 |
121-017 |
120-238 |
| S2 |
119-315 |
119-315 |
120-310 |
|
| S3 |
119-015 |
119-200 |
120-282 |
|
| S4 |
118-035 |
118-220 |
120-200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-120 |
120-110 |
1-010 |
0.9% |
0-156 |
0.4% |
89% |
True |
False |
1,543,108 |
| 10 |
121-120 |
119-220 |
1-220 |
1.4% |
0-159 |
0.4% |
94% |
True |
False |
1,591,990 |
| 20 |
121-120 |
119-220 |
1-220 |
1.4% |
0-149 |
0.4% |
94% |
True |
False |
1,493,472 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-180 |
0.5% |
70% |
False |
False |
1,109,627 |
| 60 |
123-175 |
119-140 |
4-035 |
3.4% |
0-163 |
0.4% |
44% |
False |
False |
741,832 |
| 80 |
124-110 |
119-140 |
4-290 |
4.0% |
0-131 |
0.3% |
37% |
False |
False |
556,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-096 |
|
2.618 |
122-180 |
|
1.618 |
122-035 |
|
1.000 |
121-265 |
|
0.618 |
121-210 |
|
HIGH |
121-120 |
|
0.618 |
121-065 |
|
0.500 |
121-048 |
|
0.382 |
121-030 |
|
LOW |
120-295 |
|
0.618 |
120-205 |
|
1.000 |
120-150 |
|
1.618 |
120-060 |
|
2.618 |
119-235 |
|
4.250 |
118-319 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-072 |
121-065 |
| PP |
121-060 |
121-045 |
| S1 |
121-048 |
121-025 |
|