ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
120-270 |
-0-030 |
-0.1% |
120-260 |
| High |
121-015 |
121-045 |
0-030 |
0.1% |
122-190 |
| Low |
120-200 |
120-270 |
0-070 |
0.2% |
120-170 |
| Close |
120-285 |
121-000 |
0-035 |
0.1% |
121-055 |
| Range |
0-135 |
0-095 |
-0-040 |
-29.7% |
2-020 |
| ATR |
0-195 |
0-187 |
-0-007 |
-3.7% |
0-000 |
| Volume |
1,422,174 |
1,277,076 |
-145,098 |
-10.2% |
14,533,887 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-237 |
121-052 |
|
| R3 |
121-188 |
121-142 |
121-026 |
|
| R2 |
121-093 |
121-093 |
121-017 |
|
| R1 |
121-047 |
121-047 |
121-009 |
121-070 |
| PP |
120-318 |
120-318 |
120-318 |
121-010 |
| S1 |
120-272 |
120-272 |
120-311 |
120-295 |
| S2 |
120-223 |
120-223 |
120-303 |
|
| S3 |
120-128 |
120-177 |
120-294 |
|
| S4 |
120-033 |
120-082 |
120-268 |
|
|
| 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 |
121-195 |
120-170 |
1-025 |
0.9% |
0-190 |
0.5% |
43% |
False |
False |
2,171,202 |
| 10 |
122-190 |
120-170 |
2-020 |
1.7% |
0-242 |
0.6% |
23% |
False |
False |
2,452,584 |
| 20 |
123-020 |
120-170 |
2-170 |
2.1% |
0-188 |
0.5% |
19% |
False |
False |
2,051,123 |
| 40 |
124-175 |
120-170 |
4-005 |
3.3% |
0-148 |
0.4% |
12% |
False |
False |
1,580,561 |
| 60 |
125-000 |
120-170 |
4-150 |
3.7% |
0-144 |
0.4% |
10% |
False |
False |
1,473,970 |
| 80 |
125-065 |
120-170 |
4-215 |
3.9% |
0-138 |
0.4% |
10% |
False |
False |
1,108,672 |
| 100 |
125-260 |
120-170 |
5-090 |
4.4% |
0-129 |
0.3% |
9% |
False |
False |
887,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-129 |
|
2.618 |
121-294 |
|
1.618 |
121-199 |
|
1.000 |
121-140 |
|
0.618 |
121-104 |
|
HIGH |
121-045 |
|
0.618 |
121-009 |
|
0.500 |
120-318 |
|
0.382 |
120-306 |
|
LOW |
120-270 |
|
0.618 |
120-211 |
|
1.000 |
120-175 |
|
1.618 |
120-116 |
|
2.618 |
120-021 |
|
4.250 |
119-186 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-319 |
121-032 |
| PP |
120-318 |
121-022 |
| S1 |
120-318 |
121-011 |
|