ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-295 |
122-315 |
0-020 |
0.1% |
123-155 |
| High |
123-050 |
123-020 |
-0-030 |
-0.1% |
123-200 |
| Low |
122-270 |
122-175 |
-0-095 |
-0.2% |
122-200 |
| Close |
122-315 |
122-210 |
-0-105 |
-0.3% |
122-300 |
| Range |
0-100 |
0-165 |
0-065 |
65.0% |
1-000 |
| ATR |
0-119 |
0-122 |
0-003 |
2.8% |
0-000 |
| Volume |
1,402,869 |
1,448,410 |
45,541 |
3.2% |
7,903,126 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-097 |
123-318 |
122-301 |
|
| R3 |
123-252 |
123-153 |
122-255 |
|
| R2 |
123-087 |
123-087 |
122-240 |
|
| R1 |
122-308 |
122-308 |
122-225 |
122-275 |
| PP |
122-242 |
122-242 |
122-242 |
122-225 |
| S1 |
122-143 |
122-143 |
122-195 |
122-110 |
| S2 |
122-077 |
122-077 |
122-180 |
|
| S3 |
121-232 |
121-298 |
122-165 |
|
| S4 |
121-067 |
121-133 |
122-119 |
|
|
| 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 |
123-050 |
122-175 |
0-195 |
0.5% |
0-125 |
0.3% |
18% |
False |
True |
1,665,626 |
| 10 |
123-285 |
122-175 |
1-110 |
1.1% |
0-118 |
0.3% |
8% |
False |
True |
1,427,698 |
| 20 |
124-135 |
122-175 |
1-280 |
1.5% |
0-111 |
0.3% |
6% |
False |
True |
1,133,910 |
| 40 |
125-000 |
122-175 |
2-145 |
2.0% |
0-123 |
0.3% |
4% |
False |
True |
1,220,155 |
| 60 |
125-065 |
122-175 |
2-210 |
2.2% |
0-123 |
0.3% |
4% |
False |
True |
818,635 |
| 80 |
125-260 |
122-175 |
3-085 |
2.7% |
0-115 |
0.3% |
3% |
False |
True |
614,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-081 |
|
2.618 |
124-132 |
|
1.618 |
123-287 |
|
1.000 |
123-185 |
|
0.618 |
123-122 |
|
HIGH |
123-020 |
|
0.618 |
122-277 |
|
0.500 |
122-258 |
|
0.382 |
122-238 |
|
LOW |
122-175 |
|
0.618 |
122-073 |
|
1.000 |
122-010 |
|
1.618 |
121-228 |
|
2.618 |
121-063 |
|
4.250 |
120-114 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-258 |
122-273 |
| PP |
122-242 |
122-252 |
| S1 |
122-226 |
122-231 |
|