ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-120 |
122-090 |
-0-030 |
-0.1% |
122-295 |
| High |
122-160 |
122-115 |
-0-045 |
-0.1% |
123-050 |
| Low |
122-035 |
122-015 |
-0-020 |
-0.1% |
122-035 |
| Close |
122-090 |
122-030 |
-0-060 |
-0.2% |
122-090 |
| Range |
0-125 |
0-100 |
-0-025 |
-20.0% |
1-015 |
| ATR |
0-121 |
0-119 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,617,134 |
1,455,296 |
-161,838 |
-10.0% |
6,418,778 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-033 |
122-292 |
122-085 |
|
| R3 |
122-253 |
122-192 |
122-058 |
|
| R2 |
122-153 |
122-153 |
122-048 |
|
| R1 |
122-092 |
122-092 |
122-039 |
122-073 |
| PP |
122-053 |
122-053 |
122-053 |
122-044 |
| S1 |
121-312 |
121-312 |
122-021 |
121-293 |
| S2 |
121-273 |
121-273 |
122-012 |
|
| S3 |
121-173 |
121-212 |
122-003 |
|
| S4 |
121-073 |
121-112 |
121-295 |
|
|
| 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 |
122-015 |
1-035 |
0.9% |
0-114 |
0.3% |
4% |
False |
True |
1,574,814 |
| 10 |
123-200 |
122-015 |
1-185 |
1.3% |
0-116 |
0.3% |
3% |
False |
True |
1,577,720 |
| 20 |
124-025 |
122-015 |
2-010 |
1.7% |
0-107 |
0.3% |
2% |
False |
True |
1,213,816 |
| 40 |
125-000 |
122-015 |
2-305 |
2.4% |
0-122 |
0.3% |
2% |
False |
True |
1,325,201 |
| 60 |
125-065 |
122-015 |
3-050 |
2.6% |
0-120 |
0.3% |
1% |
False |
True |
902,194 |
| 80 |
125-145 |
122-015 |
3-130 |
2.8% |
0-117 |
0.3% |
1% |
False |
True |
676,969 |
| 100 |
127-060 |
122-015 |
5-045 |
4.2% |
0-098 |
0.3% |
1% |
False |
True |
541,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-220 |
|
2.618 |
123-057 |
|
1.618 |
122-277 |
|
1.000 |
122-215 |
|
0.618 |
122-177 |
|
HIGH |
122-115 |
|
0.618 |
122-077 |
|
0.500 |
122-065 |
|
0.382 |
122-053 |
|
LOW |
122-015 |
|
0.618 |
121-273 |
|
1.000 |
121-235 |
|
1.618 |
121-173 |
|
2.618 |
121-073 |
|
4.250 |
120-230 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-065 |
122-103 |
| PP |
122-053 |
122-078 |
| S1 |
122-042 |
122-054 |
|