ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-315 |
122-295 |
-0-020 |
-0.1% |
123-155 |
| High |
123-020 |
123-050 |
0-030 |
0.1% |
123-200 |
| Low |
122-200 |
122-270 |
0-070 |
0.2% |
122-200 |
| Close |
122-300 |
122-315 |
0-015 |
0.0% |
122-300 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
1-000 |
| ATR |
0-120 |
0-119 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,652,546 |
1,402,869 |
-249,677 |
-15.1% |
7,903,126 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-298 |
123-247 |
123-050 |
|
| R3 |
123-198 |
123-147 |
123-023 |
|
| R2 |
123-098 |
123-098 |
123-013 |
|
| R1 |
123-047 |
123-047 |
123-004 |
123-073 |
| PP |
122-318 |
122-318 |
122-318 |
123-011 |
| S1 |
122-267 |
122-267 |
122-306 |
122-293 |
| S2 |
122-218 |
122-218 |
122-297 |
|
| S3 |
122-118 |
122-167 |
122-288 |
|
| S4 |
122-018 |
122-067 |
122-260 |
|
|
| 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 |
123-160 |
122-200 |
0-280 |
0.7% |
0-125 |
0.3% |
41% |
False |
False |
1,713,226 |
| 10 |
124-000 |
122-200 |
1-120 |
1.1% |
0-117 |
0.3% |
26% |
False |
False |
1,389,090 |
| 20 |
124-175 |
122-200 |
1-295 |
1.6% |
0-108 |
0.3% |
19% |
False |
False |
1,109,999 |
| 40 |
125-000 |
122-200 |
2-120 |
1.9% |
0-122 |
0.3% |
15% |
False |
False |
1,185,394 |
| 60 |
125-065 |
122-200 |
2-185 |
2.1% |
0-122 |
0.3% |
14% |
False |
False |
794,521 |
| 80 |
125-260 |
122-200 |
3-060 |
2.6% |
0-114 |
0.3% |
11% |
False |
False |
596,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-155 |
|
2.618 |
123-312 |
|
1.618 |
123-212 |
|
1.000 |
123-150 |
|
0.618 |
123-112 |
|
HIGH |
123-050 |
|
0.618 |
123-012 |
|
0.500 |
123-000 |
|
0.382 |
122-308 |
|
LOW |
122-270 |
|
0.618 |
122-208 |
|
1.000 |
122-170 |
|
1.618 |
122-108 |
|
2.618 |
122-008 |
|
4.250 |
121-165 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
123-000 |
122-305 |
| PP |
122-318 |
122-295 |
| S1 |
122-317 |
122-285 |
|