ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-310 |
122-315 |
0-005 |
0.0% |
123-155 |
| High |
123-050 |
123-020 |
-0-030 |
-0.1% |
123-200 |
| Low |
122-275 |
122-200 |
-0-075 |
-0.2% |
122-200 |
| Close |
123-040 |
122-300 |
-0-060 |
-0.2% |
122-300 |
| Range |
0-095 |
0-140 |
0-045 |
47.4% |
1-000 |
| ATR |
0-117 |
0-120 |
0-003 |
2.6% |
0-000 |
| Volume |
1,690,056 |
1,652,546 |
-37,510 |
-2.2% |
7,903,126 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-060 |
124-000 |
123-057 |
|
| R3 |
123-240 |
123-180 |
123-018 |
|
| R2 |
123-100 |
123-100 |
123-006 |
|
| R1 |
123-040 |
123-040 |
122-313 |
123-000 |
| PP |
122-280 |
122-280 |
122-280 |
122-260 |
| S1 |
122-220 |
122-220 |
122-287 |
122-180 |
| S2 |
122-140 |
122-140 |
122-274 |
|
| S3 |
122-000 |
122-080 |
122-262 |
|
| S4 |
121-180 |
121-260 |
122-223 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-020 |
125-160 |
123-156 |
|
| R3 |
125-020 |
124-160 |
123-068 |
|
| R2 |
124-020 |
124-020 |
123-039 |
|
| R1 |
123-160 |
123-160 |
123-009 |
123-090 |
| PP |
123-020 |
123-020 |
123-020 |
122-305 |
| S1 |
122-160 |
122-160 |
122-271 |
122-090 |
| S2 |
122-020 |
122-020 |
122-241 |
|
| S3 |
121-020 |
121-160 |
122-212 |
|
| S4 |
120-020 |
120-160 |
122-124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-200 |
122-200 |
1-000 |
0.8% |
0-119 |
0.3% |
31% |
False |
True |
1,580,625 |
| 10 |
124-025 |
122-200 |
1-145 |
1.2% |
0-115 |
0.3% |
22% |
False |
True |
1,318,766 |
| 20 |
124-210 |
122-200 |
2-010 |
1.7% |
0-110 |
0.3% |
15% |
False |
True |
1,104,748 |
| 40 |
125-000 |
122-200 |
2-120 |
1.9% |
0-123 |
0.3% |
13% |
False |
True |
1,151,577 |
| 60 |
125-065 |
122-200 |
2-185 |
2.1% |
0-121 |
0.3% |
12% |
False |
True |
771,152 |
| 80 |
125-260 |
122-200 |
3-060 |
2.6% |
0-115 |
0.3% |
10% |
False |
True |
578,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-295 |
|
2.618 |
124-067 |
|
1.618 |
123-247 |
|
1.000 |
123-160 |
|
0.618 |
123-107 |
|
HIGH |
123-020 |
|
0.618 |
122-287 |
|
0.500 |
122-270 |
|
0.382 |
122-253 |
|
LOW |
122-200 |
|
0.618 |
122-113 |
|
1.000 |
122-060 |
|
1.618 |
121-293 |
|
2.618 |
121-153 |
|
4.250 |
120-245 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-290 |
122-295 |
| PP |
122-280 |
122-290 |
| S1 |
122-270 |
122-285 |
|