ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 05-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
121-030 |
120-260 |
-0-090 |
-0.2% |
122-015 |
High |
121-065 |
122-020 |
0-275 |
0.7% |
122-040 |
Low |
120-210 |
120-180 |
-0-030 |
-0.1% |
120-210 |
Close |
120-235 |
121-085 |
0-170 |
0.4% |
120-235 |
Range |
0-175 |
1-160 |
0-305 |
174.3% |
1-150 |
ATR |
0-140 |
0-164 |
0-024 |
17.4% |
0-000 |
Volume |
2,651,934 |
2,851,851 |
199,917 |
7.5% |
10,911,279 |
|
Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-255 |
125-010 |
122-029 |
|
R3 |
124-095 |
123-170 |
121-217 |
|
R2 |
122-255 |
122-255 |
121-173 |
|
R1 |
122-010 |
122-010 |
121-129 |
122-132 |
PP |
121-095 |
121-095 |
121-095 |
121-156 |
S1 |
120-170 |
120-170 |
121-041 |
120-292 |
S2 |
119-255 |
119-255 |
120-317 |
|
S3 |
118-095 |
119-010 |
120-273 |
|
S4 |
116-255 |
117-170 |
120-141 |
|
|
Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-185 |
124-200 |
121-173 |
|
R3 |
124-035 |
123-050 |
121-044 |
|
R2 |
122-205 |
122-205 |
121-001 |
|
R1 |
121-220 |
121-220 |
120-278 |
121-138 |
PP |
121-055 |
121-055 |
121-055 |
121-014 |
S1 |
120-070 |
120-070 |
120-192 |
119-308 |
S2 |
119-225 |
119-225 |
120-149 |
|
S3 |
118-075 |
118-240 |
120-106 |
|
S4 |
116-245 |
117-090 |
119-297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-020 |
120-180 |
1-160 |
1.2% |
0-230 |
0.6% |
47% |
True |
True |
2,367,141 |
10 |
122-175 |
120-180 |
1-315 |
1.6% |
0-189 |
0.5% |
35% |
False |
True |
2,016,997 |
20 |
123-200 |
120-180 |
3-020 |
2.5% |
0-153 |
0.4% |
23% |
False |
True |
1,797,358 |
40 |
124-210 |
120-180 |
4-030 |
3.4% |
0-134 |
0.3% |
17% |
False |
True |
1,404,611 |
60 |
125-065 |
120-180 |
4-205 |
3.8% |
0-133 |
0.3% |
15% |
False |
True |
1,237,316 |
80 |
125-145 |
120-180 |
4-285 |
4.0% |
0-127 |
0.3% |
14% |
False |
True |
929,040 |
100 |
126-045 |
120-180 |
5-185 |
4.6% |
0-117 |
0.3% |
13% |
False |
True |
743,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-140 |
2.618 |
125-317 |
1.618 |
124-157 |
1.000 |
123-180 |
0.618 |
122-317 |
HIGH |
122-020 |
0.618 |
121-157 |
0.500 |
121-100 |
0.382 |
121-043 |
LOW |
120-180 |
0.618 |
119-203 |
1.000 |
119-020 |
1.618 |
118-043 |
2.618 |
116-203 |
4.250 |
114-060 |
|
|
Fisher Pivots for day following 05-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
121-100 |
121-100 |
PP |
121-095 |
121-095 |
S1 |
121-090 |
121-090 |
|