ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-175 |
122-120 |
-0-055 |
-0.1% |
122-295 |
| High |
122-190 |
122-160 |
-0-030 |
-0.1% |
123-050 |
| Low |
122-110 |
122-035 |
-0-075 |
-0.2% |
122-035 |
| Close |
122-145 |
122-090 |
-0-055 |
-0.1% |
122-090 |
| Range |
0-080 |
0-125 |
0-045 |
56.2% |
1-015 |
| ATR |
0-120 |
0-121 |
0-000 |
0.3% |
0-000 |
| Volume |
1,950,365 |
1,617,134 |
-333,231 |
-17.1% |
6,418,778 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-150 |
123-085 |
122-159 |
|
| R3 |
123-025 |
122-280 |
122-124 |
|
| R2 |
122-220 |
122-220 |
122-113 |
|
| R1 |
122-155 |
122-155 |
122-101 |
122-125 |
| PP |
122-095 |
122-095 |
122-095 |
122-080 |
| S1 |
122-030 |
122-030 |
122-079 |
122-000 |
| S2 |
121-290 |
121-290 |
122-067 |
|
| S3 |
121-165 |
121-225 |
122-056 |
|
| S4 |
121-040 |
121-100 |
122-021 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-210 |
125-005 |
122-274 |
|
| R3 |
124-195 |
123-310 |
122-182 |
|
| R2 |
123-180 |
123-180 |
122-151 |
|
| R1 |
122-295 |
122-295 |
122-121 |
122-230 |
| PP |
122-165 |
122-165 |
122-165 |
122-133 |
| S1 |
121-280 |
121-280 |
122-059 |
121-215 |
| S2 |
121-150 |
121-150 |
122-029 |
|
| S3 |
120-135 |
120-265 |
121-318 |
|
| S4 |
119-120 |
119-250 |
121-226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-050 |
122-035 |
1-015 |
0.9% |
0-122 |
0.3% |
16% |
False |
True |
1,614,264 |
| 10 |
123-280 |
122-035 |
1-245 |
1.4% |
0-119 |
0.3% |
10% |
False |
True |
1,575,490 |
| 20 |
124-025 |
122-035 |
1-310 |
1.6% |
0-108 |
0.3% |
9% |
False |
True |
1,205,528 |
| 40 |
125-000 |
122-035 |
2-285 |
2.4% |
0-123 |
0.3% |
6% |
False |
True |
1,302,298 |
| 60 |
125-065 |
122-035 |
3-030 |
2.5% |
0-121 |
0.3% |
6% |
False |
True |
878,008 |
| 80 |
125-255 |
122-035 |
3-220 |
3.0% |
0-116 |
0.3% |
5% |
False |
True |
658,779 |
| 100 |
127-060 |
122-035 |
5-025 |
4.2% |
0-097 |
0.2% |
3% |
False |
True |
527,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-051 |
|
2.618 |
123-167 |
|
1.618 |
123-042 |
|
1.000 |
122-285 |
|
0.618 |
122-237 |
|
HIGH |
122-160 |
|
0.618 |
122-112 |
|
0.500 |
122-098 |
|
0.382 |
122-083 |
|
LOW |
122-035 |
|
0.618 |
121-278 |
|
1.000 |
121-230 |
|
1.618 |
121-153 |
|
2.618 |
121-028 |
|
4.250 |
120-144 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-098 |
122-188 |
| PP |
122-095 |
122-155 |
| S1 |
122-093 |
122-123 |
|