ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-080 |
122-140 |
0-060 |
0.2% |
122-090 |
| High |
122-150 |
122-145 |
-0-005 |
0.0% |
122-175 |
| Low |
121-310 |
121-315 |
0-005 |
0.0% |
121-310 |
| Close |
122-140 |
122-020 |
-0-120 |
-0.3% |
122-020 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
0-185 |
| ATR |
0-124 |
0-126 |
0-002 |
1.5% |
0-000 |
| Volume |
1,766,131 |
1,484,833 |
-281,298 |
-15.9% |
7,862,142 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-183 |
123-092 |
122-102 |
|
| R3 |
123-033 |
122-262 |
122-061 |
|
| R2 |
122-203 |
122-203 |
122-047 |
|
| R1 |
122-112 |
122-112 |
122-034 |
122-082 |
| PP |
122-053 |
122-053 |
122-053 |
122-039 |
| S1 |
121-282 |
121-282 |
122-006 |
121-253 |
| S2 |
121-223 |
121-223 |
121-313 |
|
| S3 |
121-073 |
121-132 |
121-299 |
|
| S4 |
120-243 |
120-302 |
121-258 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-297 |
123-183 |
122-122 |
|
| R3 |
123-112 |
122-318 |
122-071 |
|
| R2 |
122-247 |
122-247 |
122-054 |
|
| R1 |
122-133 |
122-133 |
122-037 |
122-098 |
| PP |
122-062 |
122-062 |
122-062 |
122-044 |
| S1 |
121-268 |
121-268 |
122-003 |
121-233 |
| S2 |
121-197 |
121-197 |
121-306 |
|
| S3 |
121-012 |
121-083 |
121-289 |
|
| S4 |
120-147 |
120-218 |
121-238 |
|
|
| 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% |
0-133 |
0.3% |
16% |
False |
False |
1,572,428 |
| 10 |
123-050 |
121-310 |
1-060 |
1.0% |
0-127 |
0.3% |
8% |
False |
False |
1,593,346 |
| 20 |
124-025 |
121-310 |
2-035 |
1.7% |
0-118 |
0.3% |
4% |
False |
False |
1,411,812 |
| 40 |
124-275 |
121-310 |
2-285 |
2.4% |
0-125 |
0.3% |
3% |
False |
False |
1,352,493 |
| 60 |
125-065 |
121-310 |
3-075 |
2.6% |
0-120 |
0.3% |
3% |
False |
False |
1,008,697 |
| 80 |
125-145 |
121-310 |
3-155 |
2.9% |
0-118 |
0.3% |
3% |
False |
False |
757,027 |
| 100 |
127-060 |
121-310 |
5-070 |
4.3% |
0-104 |
0.3% |
2% |
False |
False |
605,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-142 |
|
2.618 |
123-218 |
|
1.618 |
123-068 |
|
1.000 |
122-295 |
|
0.618 |
122-238 |
|
HIGH |
122-145 |
|
0.618 |
122-088 |
|
0.500 |
122-070 |
|
0.382 |
122-052 |
|
LOW |
121-315 |
|
0.618 |
121-222 |
|
1.000 |
121-165 |
|
1.618 |
121-072 |
|
2.618 |
120-242 |
|
4.250 |
119-318 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
122-070 |
122-083 |
| PP |
122-053 |
122-062 |
| S1 |
122-037 |
122-041 |
|