ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 09-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
123-155 |
123-150 |
-0-005 |
0.0% |
123-315 |
High |
123-200 |
123-160 |
-0-040 |
-0.1% |
124-000 |
Low |
123-130 |
122-315 |
-0-135 |
-0.3% |
123-135 |
Close |
123-155 |
123-015 |
-0-140 |
-0.4% |
123-165 |
Range |
0-070 |
0-165 |
0-095 |
135.8% |
0-185 |
ATR |
0-115 |
0-118 |
0-004 |
3.1% |
0-000 |
Volume |
739,863 |
1,686,410 |
946,547 |
127.9% |
4,584,905 |
|
Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-232 |
124-128 |
123-106 |
|
R3 |
124-067 |
123-283 |
123-060 |
|
R2 |
123-222 |
123-222 |
123-045 |
|
R1 |
123-118 |
123-118 |
123-030 |
123-088 |
PP |
123-057 |
123-057 |
123-057 |
123-041 |
S1 |
122-273 |
122-273 |
123-000 |
122-243 |
S2 |
122-212 |
122-212 |
122-305 |
|
S3 |
122-047 |
122-108 |
122-290 |
|
S4 |
121-202 |
121-263 |
122-244 |
|
|
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 |
123-285 |
122-315 |
0-290 |
0.7% |
0-112 |
0.3% |
7% |
False |
True |
1,189,770 |
10 |
124-025 |
122-315 |
1-030 |
0.9% |
0-109 |
0.3% |
6% |
False |
True |
957,954 |
20 |
124-210 |
122-315 |
1-215 |
1.4% |
0-115 |
0.3% |
4% |
False |
True |
1,014,918 |
40 |
125-000 |
122-315 |
2-005 |
1.6% |
0-123 |
0.3% |
3% |
False |
True |
1,017,362 |
60 |
125-145 |
122-315 |
2-150 |
2.0% |
0-120 |
0.3% |
3% |
False |
True |
680,032 |
80 |
126-000 |
122-315 |
3-005 |
2.5% |
0-111 |
0.3% |
2% |
False |
True |
510,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-221 |
2.618 |
124-272 |
1.618 |
124-107 |
1.000 |
124-005 |
0.618 |
123-262 |
HIGH |
123-160 |
0.618 |
123-097 |
0.500 |
123-078 |
0.382 |
123-058 |
LOW |
122-315 |
0.618 |
122-213 |
1.000 |
122-150 |
1.618 |
122-048 |
2.618 |
121-203 |
4.250 |
120-254 |
|
|
Fisher Pivots for day following 09-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-078 |
123-138 |
PP |
123-057 |
123-097 |
S1 |
123-036 |
123-056 |
|