ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
121-305 |
121-065 |
-0-240 |
-0.6% |
122-015 |
| High |
122-190 |
121-195 |
-0-315 |
-0.8% |
122-040 |
| Low |
121-055 |
120-275 |
-0-100 |
-0.3% |
120-210 |
| Close |
121-155 |
121-000 |
-0-155 |
-0.4% |
120-235 |
| Range |
1-135 |
0-240 |
-0-215 |
-47.3% |
1-150 |
| ATR |
0-185 |
0-189 |
0-004 |
2.1% |
0-000 |
| Volume |
3,525,275 |
2,201,308 |
-1,323,967 |
-37.6% |
10,911,279 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-130 |
122-305 |
121-132 |
|
| R3 |
122-210 |
122-065 |
121-066 |
|
| R2 |
121-290 |
121-290 |
121-044 |
|
| R1 |
121-145 |
121-145 |
121-022 |
121-098 |
| PP |
121-050 |
121-050 |
121-050 |
121-026 |
| S1 |
120-225 |
120-225 |
120-298 |
120-178 |
| S2 |
120-130 |
120-130 |
120-276 |
|
| S3 |
119-210 |
119-305 |
120-254 |
|
| S4 |
118-290 |
119-065 |
120-188 |
|
|
| 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% |
0-308 |
0.8% |
22% |
False |
False |
2,686,364 |
| 10 |
122-190 |
120-180 |
2-010 |
1.7% |
0-233 |
0.6% |
22% |
False |
False |
2,274,067 |
| 20 |
123-050 |
120-180 |
2-190 |
2.1% |
0-176 |
0.5% |
17% |
False |
False |
1,962,374 |
| 40 |
124-210 |
120-180 |
4-030 |
3.4% |
0-145 |
0.4% |
11% |
False |
False |
1,488,646 |
| 60 |
125-000 |
120-180 |
4-140 |
3.7% |
0-141 |
0.4% |
10% |
False |
False |
1,332,366 |
| 80 |
125-145 |
120-180 |
4-285 |
4.0% |
0-134 |
0.3% |
9% |
False |
False |
1,000,617 |
| 100 |
126-000 |
120-180 |
5-140 |
4.5% |
0-124 |
0.3% |
8% |
False |
False |
800,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-255 |
|
2.618 |
123-183 |
|
1.618 |
122-263 |
|
1.000 |
122-115 |
|
0.618 |
122-023 |
|
HIGH |
121-195 |
|
0.618 |
121-103 |
|
0.500 |
121-075 |
|
0.382 |
121-047 |
|
LOW |
120-275 |
|
0.618 |
120-127 |
|
1.000 |
120-035 |
|
1.618 |
119-207 |
|
2.618 |
118-287 |
|
4.250 |
117-215 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-075 |
121-185 |
| PP |
121-050 |
121-123 |
| S1 |
121-025 |
121-062 |
|