ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 02-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
123-265 |
123-315 |
0-050 |
0.1% |
123-155 |
High |
124-025 |
124-000 |
-0-025 |
-0.1% |
124-025 |
Low |
123-260 |
123-170 |
-0-090 |
-0.2% |
123-135 |
Close |
124-015 |
123-220 |
-0-115 |
-0.3% |
124-015 |
Range |
0-085 |
0-150 |
0-065 |
76.5% |
0-210 |
ATR |
0-117 |
0-120 |
0-003 |
3.0% |
0-000 |
Volume |
699,637 |
1,062,328 |
362,691 |
51.8% |
2,568,364 |
|
Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-047 |
124-283 |
123-302 |
|
R3 |
124-217 |
124-133 |
123-261 |
|
R2 |
124-067 |
124-067 |
123-247 |
|
R1 |
123-303 |
123-303 |
123-234 |
123-270 |
PP |
123-237 |
123-237 |
123-237 |
123-220 |
S1 |
123-153 |
123-153 |
123-206 |
123-120 |
S2 |
123-087 |
123-087 |
123-193 |
|
S3 |
122-257 |
123-003 |
123-179 |
|
S4 |
122-107 |
122-173 |
123-138 |
|
|
Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-262 |
125-188 |
124-130 |
|
R3 |
125-052 |
124-298 |
124-073 |
|
R2 |
124-162 |
124-162 |
124-054 |
|
R1 |
124-088 |
124-088 |
124-034 |
124-125 |
PP |
123-272 |
123-272 |
123-272 |
123-290 |
S1 |
123-198 |
123-198 |
123-316 |
123-235 |
S2 |
123-062 |
123-062 |
123-297 |
|
S3 |
122-172 |
122-308 |
123-277 |
|
S4 |
121-282 |
122-098 |
123-220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-025 |
123-135 |
0-210 |
0.5% |
0-107 |
0.3% |
40% |
False |
False |
726,138 |
10 |
124-135 |
123-125 |
1-010 |
0.8% |
0-104 |
0.3% |
29% |
False |
False |
840,122 |
20 |
124-230 |
123-125 |
1-105 |
1.1% |
0-116 |
0.3% |
22% |
False |
False |
1,041,904 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-121 |
0.3% |
16% |
False |
False |
869,903 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-117 |
0.3% |
14% |
False |
False |
580,902 |
80 |
127-060 |
123-125 |
3-255 |
3.1% |
0-104 |
0.3% |
8% |
False |
False |
435,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-317 |
2.618 |
125-073 |
1.618 |
124-243 |
1.000 |
124-150 |
0.618 |
124-093 |
HIGH |
124-000 |
0.618 |
123-263 |
0.500 |
123-245 |
0.382 |
123-227 |
LOW |
123-170 |
0.618 |
123-077 |
1.000 |
123-020 |
1.618 |
122-247 |
2.618 |
122-097 |
4.250 |
121-173 |
|
|
Fisher Pivots for day following 02-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-245 |
123-258 |
PP |
123-237 |
123-245 |
S1 |
123-228 |
123-233 |
|