ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
122-015 |
121-260 |
-0-075 |
-0.2% |
122-090 |
| High |
122-040 |
121-305 |
-0-055 |
-0.1% |
122-175 |
| Low |
121-180 |
121-170 |
-0-010 |
0.0% |
121-310 |
| Close |
121-260 |
121-205 |
-0-055 |
-0.1% |
122-020 |
| Range |
0-180 |
0-135 |
-0-045 |
-25.0% |
0-185 |
| ATR |
0-130 |
0-130 |
0-000 |
0.3% |
0-000 |
| Volume |
1,927,423 |
1,691,151 |
-236,272 |
-12.3% |
7,862,142 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-312 |
122-233 |
121-279 |
|
| R3 |
122-177 |
122-098 |
121-242 |
|
| R2 |
122-042 |
122-042 |
121-230 |
|
| R1 |
121-283 |
121-283 |
121-217 |
121-255 |
| PP |
121-227 |
121-227 |
121-227 |
121-213 |
| S1 |
121-148 |
121-148 |
121-193 |
121-120 |
| S2 |
121-092 |
121-092 |
121-180 |
|
| S3 |
120-277 |
121-013 |
121-168 |
|
| S4 |
120-142 |
120-198 |
121-131 |
|
|
| 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 |
121-170 |
1-005 |
0.8% |
0-151 |
0.4% |
11% |
False |
True |
1,697,195 |
| 10 |
123-020 |
121-170 |
1-170 |
1.3% |
0-135 |
0.3% |
7% |
False |
True |
1,649,662 |
| 20 |
124-000 |
121-170 |
2-150 |
2.0% |
0-126 |
0.3% |
4% |
False |
True |
1,519,376 |
| 40 |
124-275 |
121-170 |
3-105 |
2.7% |
0-125 |
0.3% |
3% |
False |
True |
1,331,804 |
| 60 |
125-065 |
121-170 |
3-215 |
3.0% |
0-122 |
0.3% |
3% |
False |
True |
1,068,773 |
| 80 |
125-145 |
121-170 |
3-295 |
3.2% |
0-119 |
0.3% |
3% |
False |
True |
802,254 |
| 100 |
127-060 |
121-170 |
5-210 |
4.6% |
0-107 |
0.3% |
2% |
False |
True |
641,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-239 |
|
2.618 |
123-018 |
|
1.618 |
122-203 |
|
1.000 |
122-120 |
|
0.618 |
122-068 |
|
HIGH |
121-305 |
|
0.618 |
121-253 |
|
0.500 |
121-238 |
|
0.382 |
121-222 |
|
LOW |
121-170 |
|
0.618 |
121-087 |
|
1.000 |
121-035 |
|
1.618 |
120-272 |
|
2.618 |
120-137 |
|
4.250 |
119-236 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-238 |
121-318 |
| PP |
121-227 |
121-280 |
| S1 |
121-216 |
121-242 |
|