ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
121-260 |
121-210 |
-0-050 |
-0.1% |
122-090 |
| High |
121-305 |
121-275 |
-0-030 |
-0.1% |
122-175 |
| Low |
121-170 |
121-105 |
-0-065 |
-0.2% |
121-310 |
| Close |
121-205 |
121-185 |
-0-020 |
-0.1% |
122-020 |
| Range |
0-135 |
0-170 |
0-035 |
26.0% |
0-185 |
| ATR |
0-130 |
0-133 |
0-003 |
2.2% |
0-000 |
| Volume |
1,691,151 |
2,439,319 |
748,168 |
44.2% |
7,862,142 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-058 |
122-292 |
121-279 |
|
| R3 |
122-208 |
122-122 |
121-232 |
|
| R2 |
122-038 |
122-038 |
121-216 |
|
| R1 |
121-272 |
121-272 |
121-201 |
121-230 |
| PP |
121-188 |
121-188 |
121-188 |
121-167 |
| S1 |
121-102 |
121-102 |
121-169 |
121-060 |
| S2 |
121-018 |
121-018 |
121-154 |
|
| S3 |
120-168 |
120-252 |
121-138 |
|
| S4 |
119-318 |
120-082 |
121-091 |
|
|
| 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 |
122-150 |
121-105 |
1-045 |
0.9% |
0-159 |
0.4% |
22% |
False |
True |
1,861,771 |
| 10 |
122-190 |
121-105 |
1-085 |
1.0% |
0-135 |
0.3% |
20% |
False |
True |
1,748,753 |
| 20 |
123-285 |
121-105 |
2-180 |
2.1% |
0-127 |
0.3% |
10% |
False |
True |
1,588,225 |
| 40 |
124-230 |
121-105 |
3-125 |
2.8% |
0-121 |
0.3% |
7% |
False |
True |
1,315,064 |
| 60 |
125-065 |
121-105 |
3-280 |
3.2% |
0-123 |
0.3% |
6% |
False |
True |
1,109,344 |
| 80 |
125-145 |
121-105 |
4-040 |
3.4% |
0-120 |
0.3% |
6% |
False |
True |
832,733 |
| 100 |
127-060 |
121-105 |
5-275 |
4.8% |
0-108 |
0.3% |
4% |
False |
True |
666,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-038 |
|
2.618 |
123-080 |
|
1.618 |
122-230 |
|
1.000 |
122-125 |
|
0.618 |
122-060 |
|
HIGH |
121-275 |
|
0.618 |
121-210 |
|
0.500 |
121-190 |
|
0.382 |
121-170 |
|
LOW |
121-105 |
|
0.618 |
121-000 |
|
1.000 |
120-255 |
|
1.618 |
120-150 |
|
2.618 |
119-300 |
|
4.250 |
119-022 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-190 |
121-232 |
| PP |
121-188 |
121-217 |
| S1 |
121-187 |
121-201 |
|