ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-155 |
122-080 |
-0-075 |
-0.2% |
122-295 |
| High |
122-175 |
122-150 |
-0-025 |
-0.1% |
123-050 |
| Low |
122-045 |
121-310 |
-0-055 |
-0.1% |
122-035 |
| Close |
122-065 |
122-140 |
0-075 |
0.2% |
122-090 |
| Range |
0-130 |
0-160 |
0-030 |
23.1% |
1-015 |
| ATR |
0-121 |
0-124 |
0-003 |
2.3% |
0-000 |
| Volume |
1,616,438 |
1,766,131 |
149,693 |
9.3% |
6,418,778 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-253 |
123-197 |
122-228 |
|
| R3 |
123-093 |
123-037 |
122-184 |
|
| R2 |
122-253 |
122-253 |
122-169 |
|
| R1 |
122-197 |
122-197 |
122-155 |
122-225 |
| PP |
122-093 |
122-093 |
122-093 |
122-108 |
| S1 |
122-037 |
122-037 |
122-125 |
122-065 |
| S2 |
121-253 |
121-253 |
122-111 |
|
| S3 |
121-093 |
121-197 |
122-096 |
|
| S4 |
120-253 |
121-037 |
122-052 |
|
|
| 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 |
122-175 |
121-310 |
0-185 |
0.5% |
0-128 |
0.3% |
81% |
False |
True |
1,598,888 |
| 10 |
123-050 |
121-310 |
1-060 |
1.0% |
0-122 |
0.3% |
39% |
False |
True |
1,613,868 |
| 20 |
124-025 |
121-310 |
2-035 |
1.7% |
0-118 |
0.3% |
22% |
False |
True |
1,376,761 |
| 40 |
125-000 |
121-310 |
3-010 |
2.5% |
0-124 |
0.3% |
15% |
False |
True |
1,366,276 |
| 60 |
125-065 |
121-310 |
3-075 |
2.6% |
0-120 |
0.3% |
14% |
False |
True |
984,103 |
| 80 |
125-145 |
121-310 |
3-155 |
2.8% |
0-118 |
0.3% |
13% |
False |
True |
738,474 |
| 100 |
127-060 |
121-310 |
5-070 |
4.3% |
0-102 |
0.3% |
9% |
False |
True |
590,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-190 |
|
2.618 |
123-249 |
|
1.618 |
123-089 |
|
1.000 |
122-310 |
|
0.618 |
122-249 |
|
HIGH |
122-150 |
|
0.618 |
122-089 |
|
0.500 |
122-070 |
|
0.382 |
122-051 |
|
LOW |
121-310 |
|
0.618 |
121-211 |
|
1.000 |
121-150 |
|
1.618 |
121-051 |
|
2.618 |
120-211 |
|
4.250 |
119-270 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-117 |
122-121 |
| PP |
122-093 |
122-102 |
| S1 |
122-070 |
122-083 |
|