ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 08-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
123-215 |
123-155 |
-0-060 |
-0.2% |
123-315 |
High |
123-280 |
123-200 |
-0-080 |
-0.2% |
124-000 |
Low |
123-150 |
123-130 |
-0-020 |
-0.1% |
123-135 |
Close |
123-165 |
123-155 |
-0-010 |
0.0% |
123-165 |
Range |
0-130 |
0-070 |
-0-060 |
-46.2% |
0-185 |
ATR |
0-118 |
0-115 |
-0-003 |
-2.9% |
0-000 |
Volume |
1,433,004 |
739,863 |
-693,141 |
-48.4% |
4,584,905 |
|
Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-052 |
124-013 |
123-193 |
|
R3 |
123-302 |
123-263 |
123-174 |
|
R2 |
123-232 |
123-232 |
123-168 |
|
R1 |
123-193 |
123-193 |
123-161 |
123-190 |
PP |
123-162 |
123-162 |
123-162 |
123-160 |
S1 |
123-123 |
123-123 |
123-149 |
123-120 |
S2 |
123-092 |
123-092 |
123-142 |
|
S3 |
123-022 |
123-053 |
123-136 |
|
S4 |
122-272 |
122-303 |
123-117 |
|
|
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 |
124-000 |
123-130 |
0-190 |
0.5% |
0-109 |
0.3% |
13% |
False |
True |
1,064,953 |
10 |
124-025 |
123-130 |
0-215 |
0.5% |
0-096 |
0.2% |
12% |
False |
True |
839,311 |
20 |
124-210 |
123-125 |
1-085 |
1.0% |
0-112 |
0.3% |
7% |
False |
False |
988,507 |
40 |
125-010 |
123-125 |
1-205 |
1.3% |
0-121 |
0.3% |
6% |
False |
False |
975,577 |
60 |
125-145 |
123-125 |
2-020 |
1.7% |
0-119 |
0.3% |
5% |
False |
False |
651,927 |
80 |
126-030 |
123-125 |
2-225 |
2.2% |
0-109 |
0.3% |
3% |
False |
False |
489,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-177 |
2.618 |
124-063 |
1.618 |
123-313 |
1.000 |
123-270 |
0.618 |
123-243 |
HIGH |
123-200 |
0.618 |
123-173 |
0.500 |
123-165 |
0.382 |
123-157 |
LOW |
123-130 |
0.618 |
123-087 |
1.000 |
123-060 |
1.618 |
123-017 |
2.618 |
122-267 |
4.250 |
122-153 |
|
|
Fisher Pivots for day following 08-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-165 |
123-205 |
PP |
123-162 |
123-188 |
S1 |
123-158 |
123-172 |
|