ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
121-010 |
120-300 |
-0-030 |
-0.1% |
120-260 |
| High |
121-185 |
121-015 |
-0-170 |
-0.4% |
122-190 |
| Low |
120-255 |
120-200 |
-0-055 |
-0.1% |
120-170 |
| Close |
121-055 |
120-285 |
-0-090 |
-0.2% |
121-055 |
| Range |
0-250 |
0-135 |
-0-115 |
-46.0% |
2-020 |
| ATR |
0-196 |
0-195 |
-0-002 |
-0.8% |
0-000 |
| Volume |
2,874,444 |
1,422,174 |
-1,452,270 |
-50.5% |
14,533,887 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-038 |
121-297 |
121-039 |
|
| R3 |
121-223 |
121-162 |
121-002 |
|
| R2 |
121-088 |
121-088 |
120-310 |
|
| R1 |
121-027 |
121-027 |
120-297 |
120-310 |
| PP |
120-273 |
120-273 |
120-273 |
120-255 |
| S1 |
120-212 |
120-212 |
120-273 |
120-175 |
| S2 |
120-138 |
120-138 |
120-260 |
|
| S3 |
120-003 |
120-077 |
120-248 |
|
| S4 |
119-188 |
119-262 |
120-211 |
|
|
| 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% |
0-262 |
0.7% |
17% |
False |
False |
2,620,842 |
| 10 |
122-190 |
120-170 |
2-020 |
1.7% |
0-246 |
0.6% |
17% |
False |
False |
2,493,991 |
| 20 |
123-050 |
120-170 |
2-200 |
2.2% |
0-189 |
0.5% |
14% |
False |
False |
2,057,413 |
| 40 |
124-210 |
120-170 |
4-040 |
3.4% |
0-149 |
0.4% |
9% |
False |
False |
1,581,080 |
| 60 |
125-000 |
120-170 |
4-150 |
3.7% |
0-145 |
0.4% |
8% |
False |
False |
1,453,522 |
| 80 |
125-065 |
120-170 |
4-215 |
3.9% |
0-138 |
0.4% |
8% |
False |
False |
1,092,717 |
| 100 |
125-260 |
120-170 |
5-090 |
4.4% |
0-130 |
0.3% |
7% |
False |
False |
874,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-269 |
|
2.618 |
122-048 |
|
1.618 |
121-233 |
|
1.000 |
121-150 |
|
0.618 |
121-098 |
|
HIGH |
121-015 |
|
0.618 |
120-283 |
|
0.500 |
120-268 |
|
0.382 |
120-252 |
|
LOW |
120-200 |
|
0.618 |
120-117 |
|
1.000 |
120-065 |
|
1.618 |
119-302 |
|
2.618 |
119-167 |
|
4.250 |
118-266 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-279 |
121-018 |
| PP |
120-273 |
121-000 |
| S1 |
120-268 |
120-302 |
|