ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
121-025 |
121-010 |
-0-015 |
0.0% |
120-260 |
| High |
121-080 |
121-185 |
0-105 |
0.3% |
122-190 |
| Low |
120-170 |
120-255 |
0-085 |
0.2% |
120-170 |
| Close |
120-285 |
121-055 |
0-090 |
0.2% |
121-055 |
| Range |
0-230 |
0-250 |
0-020 |
8.7% |
2-020 |
| ATR |
0-192 |
0-196 |
0-004 |
2.2% |
0-000 |
| Volume |
3,081,009 |
2,874,444 |
-206,565 |
-6.7% |
14,533,887 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-168 |
123-042 |
121-192 |
|
| R3 |
122-238 |
122-112 |
121-124 |
|
| R2 |
121-308 |
121-308 |
121-101 |
|
| R1 |
121-182 |
121-182 |
121-078 |
121-245 |
| PP |
121-058 |
121-058 |
121-058 |
121-090 |
| S1 |
120-252 |
120-252 |
121-032 |
120-315 |
| S2 |
120-128 |
120-128 |
121-009 |
|
| S3 |
119-198 |
120-002 |
120-306 |
|
| S4 |
118-268 |
119-072 |
120-238 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-198 |
126-147 |
122-098 |
|
| R3 |
125-178 |
124-127 |
121-237 |
|
| R2 |
123-158 |
123-158 |
121-176 |
|
| R1 |
122-107 |
122-107 |
121-116 |
122-293 |
| PP |
121-138 |
121-138 |
121-138 |
121-231 |
| S1 |
120-087 |
120-087 |
120-315 |
120-273 |
| S2 |
119-118 |
119-118 |
120-254 |
|
| S3 |
117-098 |
118-067 |
120-194 |
|
| S4 |
115-078 |
116-047 |
120-012 |
|
|
| 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% |
1-011 |
0.9% |
31% |
False |
False |
2,906,777 |
| 10 |
122-190 |
120-170 |
2-020 |
1.7% |
0-250 |
0.6% |
31% |
False |
False |
2,544,516 |
| 20 |
123-050 |
120-170 |
2-200 |
2.2% |
0-189 |
0.5% |
24% |
False |
False |
2,068,931 |
| 40 |
124-210 |
120-170 |
4-040 |
3.4% |
0-152 |
0.4% |
16% |
False |
False |
1,586,982 |
| 60 |
125-000 |
120-170 |
4-150 |
3.7% |
0-144 |
0.4% |
14% |
False |
False |
1,430,888 |
| 80 |
125-065 |
120-170 |
4-215 |
3.9% |
0-137 |
0.4% |
14% |
False |
False |
1,075,003 |
| 100 |
125-260 |
120-170 |
5-090 |
4.4% |
0-128 |
0.3% |
12% |
False |
False |
860,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-287 |
|
2.618 |
123-199 |
|
1.618 |
122-269 |
|
1.000 |
122-115 |
|
0.618 |
122-019 |
|
HIGH |
121-185 |
|
0.618 |
121-089 |
|
0.500 |
121-060 |
|
0.382 |
121-031 |
|
LOW |
120-255 |
|
0.618 |
120-101 |
|
1.000 |
120-005 |
|
1.618 |
119-171 |
|
2.618 |
118-241 |
|
4.250 |
117-153 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-060 |
121-044 |
| PP |
121-058 |
121-033 |
| S1 |
121-057 |
121-023 |
|