ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 10-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2018 |
10-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
123-150 |
122-315 |
-0-155 |
-0.4% |
123-315 |
| High |
123-160 |
123-030 |
-0-130 |
-0.3% |
124-000 |
| Low |
122-315 |
122-225 |
-0-090 |
-0.2% |
123-135 |
| Close |
123-015 |
123-000 |
-0-015 |
0.0% |
123-165 |
| Range |
0-165 |
0-125 |
-0-040 |
-24.2% |
0-185 |
| ATR |
0-118 |
0-119 |
0-000 |
0.4% |
0-000 |
| Volume |
1,686,410 |
2,134,251 |
447,841 |
26.6% |
4,584,905 |
|
| Daily Pivots for day following 10-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-033 |
123-302 |
123-069 |
|
| R3 |
123-228 |
123-177 |
123-034 |
|
| R2 |
123-103 |
123-103 |
123-023 |
|
| R1 |
123-052 |
123-052 |
123-011 |
123-078 |
| PP |
122-298 |
122-298 |
122-298 |
122-311 |
| S1 |
122-247 |
122-247 |
122-309 |
122-272 |
| S2 |
122-173 |
122-173 |
122-297 |
|
| S3 |
122-048 |
122-122 |
122-286 |
|
| S4 |
121-243 |
121-317 |
122-251 |
|
|
| 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 |
123-280 |
122-225 |
1-055 |
1.0% |
0-121 |
0.3% |
25% |
False |
True |
1,425,435 |
| 10 |
124-025 |
122-225 |
1-120 |
1.1% |
0-114 |
0.3% |
22% |
False |
True |
1,139,654 |
| 20 |
124-210 |
122-225 |
1-305 |
1.6% |
0-116 |
0.3% |
15% |
False |
True |
1,079,288 |
| 40 |
125-000 |
122-225 |
2-095 |
1.9% |
0-122 |
0.3% |
13% |
False |
True |
1,070,284 |
| 60 |
125-125 |
122-225 |
2-220 |
2.2% |
0-120 |
0.3% |
11% |
False |
True |
715,573 |
| 80 |
125-260 |
122-225 |
3-035 |
2.5% |
0-112 |
0.3% |
10% |
False |
True |
536,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-241 |
|
2.618 |
124-037 |
|
1.618 |
123-232 |
|
1.000 |
123-155 |
|
0.618 |
123-107 |
|
HIGH |
123-030 |
|
0.618 |
122-302 |
|
0.500 |
122-288 |
|
0.382 |
122-273 |
|
LOW |
122-225 |
|
0.618 |
122-148 |
|
1.000 |
122-100 |
|
1.618 |
122-023 |
|
2.618 |
121-218 |
|
4.250 |
121-014 |
|
|
| Fisher Pivots for day following 10-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-309 |
123-052 |
| PP |
122-298 |
123-035 |
| S1 |
122-288 |
123-017 |
|