ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-140 |
122-015 |
-0-125 |
-0.3% |
122-090 |
| High |
122-145 |
122-040 |
-0-105 |
-0.3% |
122-175 |
| Low |
121-315 |
121-180 |
-0-135 |
-0.3% |
121-310 |
| Close |
122-020 |
121-260 |
-0-080 |
-0.2% |
122-020 |
| Range |
0-150 |
0-180 |
0-030 |
20.0% |
0-185 |
| ATR |
0-126 |
0-130 |
0-004 |
3.1% |
0-000 |
| Volume |
1,484,833 |
1,927,423 |
442,590 |
29.8% |
7,862,142 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-167 |
123-073 |
122-039 |
|
| R3 |
122-307 |
122-213 |
121-310 |
|
| R2 |
122-127 |
122-127 |
121-293 |
|
| R1 |
122-033 |
122-033 |
121-276 |
121-310 |
| PP |
121-267 |
121-267 |
121-267 |
121-245 |
| S1 |
121-173 |
121-173 |
121-244 |
121-130 |
| S2 |
121-087 |
121-087 |
121-227 |
|
| S3 |
120-227 |
120-313 |
121-210 |
|
| S4 |
120-047 |
120-133 |
121-161 |
|
|
| 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 |
121-180 |
0-315 |
0.8% |
0-149 |
0.4% |
25% |
False |
True |
1,666,853 |
| 10 |
123-050 |
121-180 |
1-190 |
1.3% |
0-131 |
0.3% |
16% |
False |
True |
1,620,834 |
| 20 |
124-025 |
121-180 |
2-165 |
2.1% |
0-123 |
0.3% |
10% |
False |
True |
1,469,800 |
| 40 |
124-275 |
121-180 |
3-095 |
2.7% |
0-125 |
0.3% |
8% |
False |
True |
1,354,277 |
| 60 |
125-065 |
121-180 |
3-205 |
3.0% |
0-122 |
0.3% |
7% |
False |
True |
1,040,693 |
| 80 |
125-145 |
121-180 |
3-285 |
3.2% |
0-119 |
0.3% |
6% |
False |
True |
781,115 |
| 100 |
127-060 |
121-180 |
5-200 |
4.6% |
0-105 |
0.3% |
4% |
False |
True |
624,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-165 |
|
2.618 |
123-191 |
|
1.618 |
123-011 |
|
1.000 |
122-220 |
|
0.618 |
122-151 |
|
HIGH |
122-040 |
|
0.618 |
121-291 |
|
0.500 |
121-270 |
|
0.382 |
121-249 |
|
LOW |
121-180 |
|
0.618 |
121-069 |
|
1.000 |
121-000 |
|
1.618 |
120-209 |
|
2.618 |
120-029 |
|
4.250 |
119-055 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-270 |
122-005 |
| PP |
121-267 |
121-303 |
| S1 |
121-263 |
121-282 |
|