ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 04-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
123-220 |
123-245 |
0-025 |
0.1% |
123-155 |
High |
123-285 |
123-250 |
-0-035 |
-0.1% |
124-025 |
Low |
123-205 |
123-135 |
-0-070 |
-0.2% |
123-135 |
Close |
123-250 |
123-215 |
-0-035 |
-0.1% |
124-015 |
Range |
0-080 |
0-115 |
0-035 |
43.8% |
0-210 |
ATR |
0-117 |
0-117 |
0-000 |
-0.1% |
0-000 |
Volume |
955,926 |
1,133,647 |
177,721 |
18.6% |
2,568,364 |
|
Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-225 |
124-175 |
123-278 |
|
R3 |
124-110 |
124-060 |
123-247 |
|
R2 |
123-315 |
123-315 |
123-236 |
|
R1 |
123-265 |
123-265 |
123-226 |
123-233 |
PP |
123-200 |
123-200 |
123-200 |
123-184 |
S1 |
123-150 |
123-150 |
123-204 |
123-118 |
S2 |
123-085 |
123-085 |
123-194 |
|
S3 |
122-290 |
123-035 |
123-183 |
|
S4 |
122-175 |
122-240 |
123-152 |
|
|
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% |
0-099 |
0.3% |
38% |
False |
True |
923,841 |
10 |
124-025 |
123-125 |
0-220 |
0.6% |
0-097 |
0.2% |
41% |
False |
False |
835,566 |
20 |
124-230 |
123-125 |
1-105 |
1.1% |
0-115 |
0.3% |
21% |
False |
False |
1,008,548 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-121 |
0.3% |
16% |
False |
False |
921,715 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-118 |
0.3% |
14% |
False |
False |
615,717 |
80 |
126-105 |
123-125 |
2-300 |
2.4% |
0-106 |
0.3% |
10% |
False |
False |
461,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-099 |
2.618 |
124-231 |
1.618 |
124-116 |
1.000 |
124-045 |
0.618 |
124-001 |
HIGH |
123-250 |
0.618 |
123-206 |
0.500 |
123-193 |
0.382 |
123-179 |
LOW |
123-135 |
0.618 |
123-064 |
1.000 |
123-020 |
1.618 |
122-269 |
2.618 |
122-154 |
4.250 |
121-286 |
|
|
Fisher Pivots for day following 04-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-208 |
123-228 |
PP |
123-200 |
123-223 |
S1 |
123-193 |
123-219 |
|