ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-090 |
122-055 |
-0-035 |
-0.1% |
122-295 |
| High |
122-115 |
122-165 |
0-050 |
0.1% |
123-050 |
| Low |
122-015 |
122-040 |
0-025 |
0.1% |
122-035 |
| Close |
122-030 |
122-135 |
0-105 |
0.3% |
122-090 |
| Range |
0-100 |
0-125 |
0-025 |
25.0% |
1-015 |
| ATR |
0-119 |
0-120 |
0-001 |
0.9% |
0-000 |
| Volume |
1,455,296 |
1,539,444 |
84,148 |
5.8% |
6,418,778 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-168 |
123-117 |
122-204 |
|
| R3 |
123-043 |
122-312 |
122-169 |
|
| R2 |
122-238 |
122-238 |
122-158 |
|
| R1 |
122-187 |
122-187 |
122-146 |
122-212 |
| PP |
122-113 |
122-113 |
122-113 |
122-126 |
| S1 |
122-062 |
122-062 |
122-124 |
122-088 |
| S2 |
121-308 |
121-308 |
122-112 |
|
| S3 |
121-183 |
121-257 |
122-101 |
|
| S4 |
121-058 |
121-132 |
122-066 |
|
|
| 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 |
123-020 |
122-015 |
1-005 |
0.8% |
0-119 |
0.3% |
37% |
False |
False |
1,602,129 |
| 10 |
123-160 |
122-015 |
1-145 |
1.2% |
0-122 |
0.3% |
26% |
False |
False |
1,657,678 |
| 20 |
124-025 |
122-015 |
2-010 |
1.7% |
0-109 |
0.3% |
18% |
False |
False |
1,248,494 |
| 40 |
125-000 |
122-015 |
2-305 |
2.4% |
0-121 |
0.3% |
13% |
False |
False |
1,343,470 |
| 60 |
125-065 |
122-015 |
3-050 |
2.6% |
0-120 |
0.3% |
12% |
False |
False |
927,801 |
| 80 |
125-145 |
122-015 |
3-130 |
2.8% |
0-117 |
0.3% |
11% |
False |
False |
696,205 |
| 100 |
127-060 |
122-015 |
5-045 |
4.2% |
0-099 |
0.3% |
7% |
False |
False |
556,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-056 |
|
2.618 |
123-172 |
|
1.618 |
123-047 |
|
1.000 |
122-290 |
|
0.618 |
122-242 |
|
HIGH |
122-165 |
|
0.618 |
122-117 |
|
0.500 |
122-102 |
|
0.382 |
122-088 |
|
LOW |
122-040 |
|
0.618 |
121-283 |
|
1.000 |
121-235 |
|
1.618 |
121-158 |
|
2.618 |
121-033 |
|
4.250 |
120-149 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-124 |
122-120 |
| PP |
122-113 |
122-105 |
| S1 |
122-102 |
122-090 |
|