ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
121-065 |
121-025 |
-0-040 |
-0.1% |
122-015 |
| High |
121-195 |
121-080 |
-0-115 |
-0.3% |
122-040 |
| Low |
120-275 |
120-170 |
-0-105 |
-0.3% |
120-210 |
| Close |
121-000 |
120-285 |
-0-035 |
-0.1% |
120-235 |
| Range |
0-240 |
0-230 |
-0-010 |
-4.2% |
1-150 |
| ATR |
0-189 |
0-192 |
0-003 |
1.6% |
0-000 |
| Volume |
2,201,308 |
3,081,009 |
879,701 |
40.0% |
10,911,279 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-015 |
122-220 |
121-091 |
|
| R3 |
122-105 |
121-310 |
121-028 |
|
| R2 |
121-195 |
121-195 |
121-007 |
|
| R1 |
121-080 |
121-080 |
120-306 |
121-022 |
| PP |
120-285 |
120-285 |
120-285 |
120-256 |
| S1 |
120-170 |
120-170 |
120-264 |
120-113 |
| S2 |
120-055 |
120-055 |
120-243 |
|
| S3 |
119-145 |
119-260 |
120-222 |
|
| S4 |
118-235 |
119-030 |
120-159 |
|
|
| 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 |
120-170 |
2-020 |
1.7% |
0-316 |
0.8% |
17% |
False |
True |
2,862,275 |
| 10 |
122-190 |
120-170 |
2-020 |
1.7% |
0-240 |
0.6% |
17% |
False |
True |
2,405,555 |
| 20 |
123-050 |
120-170 |
2-200 |
2.2% |
0-181 |
0.5% |
14% |
False |
True |
2,009,712 |
| 40 |
124-210 |
120-170 |
4-040 |
3.4% |
0-148 |
0.4% |
9% |
False |
True |
1,544,500 |
| 60 |
125-000 |
120-170 |
4-150 |
3.7% |
0-142 |
0.4% |
8% |
False |
True |
1,383,427 |
| 80 |
125-125 |
120-170 |
4-275 |
4.0% |
0-135 |
0.3% |
7% |
False |
True |
1,039,108 |
| 100 |
125-260 |
120-170 |
5-090 |
4.4% |
0-126 |
0.3% |
7% |
False |
True |
831,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-097 |
|
2.618 |
123-042 |
|
1.618 |
122-132 |
|
1.000 |
121-310 |
|
0.618 |
121-222 |
|
HIGH |
121-080 |
|
0.618 |
120-312 |
|
0.500 |
120-285 |
|
0.382 |
120-258 |
|
LOW |
120-170 |
|
0.618 |
120-028 |
|
1.000 |
119-260 |
|
1.618 |
119-118 |
|
2.618 |
118-208 |
|
4.250 |
117-153 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-285 |
121-180 |
| PP |
120-285 |
121-108 |
| S1 |
120-285 |
121-037 |
|