ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 03-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
123-315 |
123-220 |
-0-095 |
-0.2% |
123-155 |
High |
124-000 |
123-285 |
-0-035 |
-0.1% |
124-025 |
Low |
123-170 |
123-205 |
0-035 |
0.1% |
123-135 |
Close |
123-220 |
123-250 |
0-030 |
0.1% |
124-015 |
Range |
0-150 |
0-080 |
-0-070 |
-46.7% |
0-210 |
ATR |
0-120 |
0-117 |
-0-003 |
-2.4% |
0-000 |
Volume |
1,062,328 |
955,926 |
-106,402 |
-10.0% |
2,568,364 |
|
Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-167 |
124-128 |
123-294 |
|
R3 |
124-087 |
124-048 |
123-272 |
|
R2 |
124-007 |
124-007 |
123-265 |
|
R1 |
123-288 |
123-288 |
123-257 |
123-308 |
PP |
123-247 |
123-247 |
123-247 |
123-256 |
S1 |
123-208 |
123-208 |
123-243 |
123-228 |
S2 |
123-167 |
123-167 |
123-235 |
|
S3 |
123-087 |
123-128 |
123-228 |
|
S4 |
123-007 |
123-048 |
123-206 |
|
|
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 |
123-170 |
0-175 |
0.4% |
0-107 |
0.3% |
46% |
False |
False |
853,874 |
10 |
124-080 |
123-125 |
0-275 |
0.7% |
0-105 |
0.3% |
45% |
False |
False |
860,507 |
20 |
124-230 |
123-125 |
1-105 |
1.1% |
0-114 |
0.3% |
29% |
False |
False |
1,019,374 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-121 |
0.3% |
22% |
False |
False |
893,594 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-116 |
0.3% |
19% |
False |
False |
596,823 |
80 |
126-220 |
123-125 |
3-095 |
2.7% |
0-105 |
0.3% |
12% |
False |
False |
447,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-305 |
2.618 |
124-174 |
1.618 |
124-094 |
1.000 |
124-045 |
0.618 |
124-014 |
HIGH |
123-285 |
0.618 |
123-254 |
0.500 |
123-245 |
0.382 |
123-236 |
LOW |
123-205 |
0.618 |
123-156 |
1.000 |
123-125 |
1.618 |
123-076 |
2.618 |
122-316 |
4.250 |
122-185 |
|
|
Fisher Pivots for day following 03-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-248 |
123-258 |
PP |
123-247 |
123-255 |
S1 |
123-245 |
123-253 |
|