ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 11-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
122-315 |
122-310 |
-0-005 |
0.0% |
123-315 |
High |
123-030 |
123-050 |
0-020 |
0.1% |
124-000 |
Low |
122-225 |
122-275 |
0-050 |
0.1% |
123-135 |
Close |
123-000 |
123-040 |
0-040 |
0.1% |
123-165 |
Range |
0-125 |
0-095 |
-0-030 |
-24.0% |
0-185 |
ATR |
0-119 |
0-117 |
-0-002 |
-1.4% |
0-000 |
Volume |
2,134,251 |
1,690,056 |
-444,195 |
-20.8% |
4,584,905 |
|
Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-300 |
123-265 |
123-092 |
|
R3 |
123-205 |
123-170 |
123-066 |
|
R2 |
123-110 |
123-110 |
123-057 |
|
R1 |
123-075 |
123-075 |
123-049 |
123-093 |
PP |
123-015 |
123-015 |
123-015 |
123-024 |
S1 |
122-300 |
122-300 |
123-031 |
122-318 |
S2 |
122-240 |
122-240 |
123-023 |
|
S3 |
122-145 |
122-205 |
123-014 |
|
S4 |
122-050 |
122-110 |
122-308 |
|
|
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% |
0-117 |
0.3% |
36% |
False |
False |
1,536,716 |
10 |
124-025 |
122-225 |
1-120 |
1.1% |
0-108 |
0.3% |
31% |
False |
False |
1,230,279 |
20 |
124-210 |
122-225 |
1-305 |
1.6% |
0-115 |
0.3% |
22% |
False |
False |
1,105,032 |
40 |
125-000 |
122-225 |
2-095 |
1.9% |
0-122 |
0.3% |
18% |
False |
False |
1,111,867 |
60 |
125-065 |
122-225 |
2-160 |
2.0% |
0-120 |
0.3% |
17% |
False |
False |
743,693 |
80 |
125-260 |
122-225 |
3-035 |
2.5% |
0-113 |
0.3% |
14% |
False |
False |
557,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-134 |
2.618 |
123-299 |
1.618 |
123-204 |
1.000 |
123-145 |
0.618 |
123-109 |
HIGH |
123-050 |
0.618 |
123-014 |
0.500 |
123-003 |
0.382 |
122-311 |
LOW |
122-275 |
0.618 |
122-216 |
1.000 |
122-180 |
1.618 |
122-121 |
2.618 |
122-026 |
4.250 |
121-191 |
|
|
Fisher Pivots for day following 11-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
123-028 |
123-037 |
PP |
123-015 |
123-035 |
S1 |
123-003 |
123-032 |
|