ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 05-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
123-245 |
123-215 |
-0-030 |
-0.1% |
123-315 |
High |
123-250 |
123-280 |
0-030 |
0.1% |
124-000 |
Low |
123-135 |
123-150 |
0-015 |
0.0% |
123-135 |
Close |
123-215 |
123-165 |
-0-050 |
-0.1% |
123-165 |
Range |
0-115 |
0-130 |
0-015 |
13.0% |
0-185 |
ATR |
0-117 |
0-118 |
0-001 |
0.8% |
0-000 |
Volume |
1,133,647 |
1,433,004 |
299,357 |
26.4% |
4,584,905 |
|
Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-268 |
124-187 |
123-236 |
|
R3 |
124-138 |
124-057 |
123-201 |
|
R2 |
124-008 |
124-008 |
123-189 |
|
R1 |
123-247 |
123-247 |
123-177 |
123-222 |
PP |
123-198 |
123-198 |
123-198 |
123-186 |
S1 |
123-117 |
123-117 |
123-153 |
123-093 |
S2 |
123-068 |
123-068 |
123-141 |
|
S3 |
122-258 |
122-307 |
123-129 |
|
S4 |
122-128 |
122-177 |
123-094 |
|
|
Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-122 |
125-008 |
123-267 |
|
R3 |
124-257 |
124-143 |
123-216 |
|
R2 |
124-072 |
124-072 |
123-199 |
|
R1 |
123-278 |
123-278 |
123-182 |
123-242 |
PP |
123-207 |
123-207 |
123-207 |
123-189 |
S1 |
123-093 |
123-093 |
123-148 |
123-058 |
S2 |
123-022 |
123-022 |
123-131 |
|
S3 |
122-157 |
122-228 |
123-114 |
|
S4 |
121-292 |
122-043 |
123-063 |
|
|
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% |
0-112 |
0.3% |
14% |
False |
False |
1,056,908 |
10 |
124-025 |
123-125 |
0-220 |
0.6% |
0-097 |
0.2% |
18% |
False |
False |
849,912 |
20 |
124-210 |
123-125 |
1-085 |
1.0% |
0-114 |
0.3% |
10% |
False |
False |
1,011,864 |
40 |
125-065 |
123-125 |
1-260 |
1.5% |
0-122 |
0.3% |
7% |
False |
False |
957,294 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-119 |
0.3% |
6% |
False |
False |
639,600 |
80 |
126-045 |
123-125 |
2-240 |
2.2% |
0-108 |
0.3% |
5% |
False |
False |
479,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-192 |
2.618 |
124-300 |
1.618 |
124-170 |
1.000 |
124-090 |
0.618 |
124-040 |
HIGH |
123-280 |
0.618 |
123-230 |
0.500 |
123-215 |
0.382 |
123-200 |
LOW |
123-150 |
0.618 |
123-070 |
1.000 |
123-020 |
1.618 |
122-260 |
2.618 |
122-130 |
4.250 |
121-238 |
|
|
Fisher Pivots for day following 05-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-215 |
123-210 |
PP |
123-198 |
123-195 |
S1 |
123-182 |
123-180 |
|