ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 06-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
120-260 |
121-305 |
1-045 |
0.9% |
122-015 |
High |
122-020 |
122-190 |
0-170 |
0.4% |
122-040 |
Low |
120-180 |
121-055 |
0-195 |
0.5% |
120-210 |
Close |
121-085 |
121-155 |
0-070 |
0.2% |
120-235 |
Range |
1-160 |
1-135 |
-0-025 |
-5.2% |
1-150 |
ATR |
0-164 |
0-185 |
0-021 |
12.6% |
0-000 |
Volume |
2,851,851 |
3,525,275 |
673,424 |
23.6% |
10,911,279 |
|
Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-005 |
125-055 |
122-085 |
|
R3 |
124-190 |
123-240 |
121-280 |
|
R2 |
123-055 |
123-055 |
121-238 |
|
R1 |
122-105 |
122-105 |
121-197 |
122-013 |
PP |
121-240 |
121-240 |
121-240 |
121-194 |
S1 |
120-290 |
120-290 |
121-113 |
120-198 |
S2 |
120-105 |
120-105 |
121-072 |
|
S3 |
118-290 |
119-155 |
121-030 |
|
S4 |
117-155 |
118-020 |
120-225 |
|
|
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 |
122-190 |
120-180 |
2-010 |
1.7% |
0-294 |
0.8% |
45% |
True |
False |
2,733,966 |
10 |
122-190 |
120-180 |
2-010 |
1.7% |
0-222 |
0.6% |
45% |
True |
False |
2,215,580 |
20 |
123-160 |
120-180 |
2-300 |
2.4% |
0-172 |
0.4% |
31% |
False |
False |
1,936,629 |
40 |
124-210 |
120-180 |
4-030 |
3.4% |
0-142 |
0.4% |
23% |
False |
False |
1,462,568 |
60 |
125-010 |
120-180 |
4-150 |
3.7% |
0-138 |
0.4% |
21% |
False |
False |
1,295,928 |
80 |
125-145 |
120-180 |
4-285 |
4.0% |
0-132 |
0.3% |
19% |
False |
False |
973,103 |
100 |
126-030 |
120-180 |
5-170 |
4.6% |
0-121 |
0.3% |
17% |
False |
False |
778,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-204 |
2.618 |
126-101 |
1.618 |
124-286 |
1.000 |
124-005 |
0.618 |
123-151 |
HIGH |
122-190 |
0.618 |
122-016 |
0.500 |
121-283 |
0.382 |
121-229 |
LOW |
121-055 |
0.618 |
120-094 |
1.000 |
119-240 |
1.618 |
118-279 |
2.618 |
117-144 |
4.250 |
115-041 |
|
|
Fisher Pivots for day following 06-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
121-283 |
121-185 |
PP |
121-240 |
121-175 |
S1 |
121-198 |
121-165 |
|