ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
120-270 |
121-010 |
0-060 |
0.2% |
120-260 |
| High |
121-045 |
121-075 |
0-030 |
0.1% |
122-190 |
| Low |
120-270 |
120-085 |
-0-185 |
-0.5% |
120-170 |
| Close |
121-000 |
120-105 |
-0-215 |
-0.6% |
121-055 |
| Range |
0-095 |
0-310 |
0-215 |
226.4% |
2-020 |
| ATR |
0-187 |
0-196 |
0-009 |
4.7% |
0-000 |
| Volume |
1,277,076 |
2,541,538 |
1,264,462 |
99.0% |
14,533,887 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-165 |
122-285 |
120-276 |
|
| R3 |
122-175 |
121-295 |
120-190 |
|
| R2 |
121-185 |
121-185 |
120-162 |
|
| R1 |
120-305 |
120-305 |
120-133 |
120-250 |
| PP |
120-195 |
120-195 |
120-195 |
120-167 |
| S1 |
119-315 |
119-315 |
120-077 |
119-260 |
| S2 |
119-205 |
119-205 |
120-048 |
|
| S3 |
118-215 |
119-005 |
120-020 |
|
| S4 |
117-225 |
118-015 |
119-254 |
|
|
| 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 |
121-185 |
120-085 |
1-100 |
1.1% |
0-204 |
0.5% |
5% |
False |
True |
2,239,248 |
| 10 |
122-190 |
120-085 |
2-105 |
1.9% |
0-256 |
0.7% |
3% |
False |
True |
2,462,806 |
| 20 |
122-190 |
120-085 |
2-105 |
1.9% |
0-196 |
0.5% |
3% |
False |
True |
2,105,779 |
| 40 |
124-135 |
120-085 |
4-050 |
3.5% |
0-154 |
0.4% |
2% |
False |
True |
1,619,845 |
| 60 |
125-000 |
120-085 |
4-235 |
3.9% |
0-147 |
0.4% |
1% |
False |
True |
1,515,363 |
| 80 |
125-065 |
120-085 |
4-300 |
4.1% |
0-141 |
0.4% |
1% |
False |
True |
1,140,421 |
| 100 |
125-260 |
120-085 |
5-175 |
4.6% |
0-131 |
0.3% |
1% |
False |
True |
912,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-113 |
|
2.618 |
123-247 |
|
1.618 |
122-257 |
|
1.000 |
122-065 |
|
0.618 |
121-267 |
|
HIGH |
121-075 |
|
0.618 |
120-277 |
|
0.500 |
120-240 |
|
0.382 |
120-203 |
|
LOW |
120-085 |
|
0.618 |
119-213 |
|
1.000 |
119-095 |
|
1.618 |
118-223 |
|
2.618 |
117-233 |
|
4.250 |
116-047 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-240 |
120-240 |
| PP |
120-195 |
120-195 |
| S1 |
120-150 |
120-150 |
|