ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 24-Jan-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
Open |
122-055 |
122-155 |
0-100 |
0.3% |
122-295 |
High |
122-165 |
122-175 |
0-010 |
0.0% |
123-050 |
Low |
122-040 |
122-045 |
0-005 |
0.0% |
122-035 |
Close |
122-135 |
122-065 |
-0-070 |
-0.2% |
122-090 |
Range |
0-125 |
0-130 |
0-005 |
4.0% |
1-015 |
ATR |
0-120 |
0-121 |
0-001 |
0.6% |
0-000 |
Volume |
1,539,444 |
1,616,438 |
76,994 |
5.0% |
6,418,778 |
|
Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-165 |
123-085 |
122-137 |
|
R3 |
123-035 |
122-275 |
122-101 |
|
R2 |
122-225 |
122-225 |
122-089 |
|
R1 |
122-145 |
122-145 |
122-077 |
122-120 |
PP |
122-095 |
122-095 |
122-095 |
122-082 |
S1 |
122-015 |
122-015 |
122-053 |
121-310 |
S2 |
121-285 |
121-285 |
122-041 |
|
S3 |
121-155 |
121-205 |
122-029 |
|
S4 |
121-025 |
121-075 |
121-313 |
|
|
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 |
122-190 |
122-015 |
0-175 |
0.4% |
0-112 |
0.3% |
29% |
False |
False |
1,635,735 |
10 |
123-050 |
122-015 |
1-035 |
0.9% |
0-119 |
0.3% |
14% |
False |
False |
1,650,680 |
20 |
124-025 |
122-015 |
2-010 |
1.7% |
0-114 |
0.3% |
8% |
False |
False |
1,304,317 |
40 |
125-000 |
122-015 |
2-305 |
2.4% |
0-123 |
0.3% |
5% |
False |
False |
1,375,579 |
60 |
125-065 |
122-015 |
3-050 |
2.6% |
0-120 |
0.3% |
5% |
False |
False |
954,729 |
80 |
125-145 |
122-015 |
3-130 |
2.8% |
0-117 |
0.3% |
5% |
False |
False |
716,404 |
100 |
127-060 |
122-015 |
5-045 |
4.2% |
0-101 |
0.3% |
3% |
False |
False |
573,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-088 |
2.618 |
123-195 |
1.618 |
123-065 |
1.000 |
122-305 |
0.618 |
122-255 |
HIGH |
122-175 |
0.618 |
122-125 |
0.500 |
122-110 |
0.382 |
122-095 |
LOW |
122-045 |
0.618 |
121-285 |
1.000 |
121-235 |
1.618 |
121-155 |
2.618 |
121-025 |
4.250 |
120-132 |
|
|
Fisher Pivots for day following 24-Jan-2018 |
Pivot |
1 day |
3 day |
R1 |
122-110 |
122-095 |
PP |
122-095 |
122-085 |
S1 |
122-080 |
122-075 |
|