ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
121-010 |
120-130 |
-0-200 |
-0.5% |
120-260 |
| High |
121-075 |
120-180 |
-0-215 |
-0.6% |
122-190 |
| Low |
120-085 |
120-010 |
-0-075 |
-0.2% |
120-170 |
| Close |
120-105 |
120-145 |
0-040 |
0.1% |
121-055 |
| Range |
0-310 |
0-170 |
-0-140 |
-45.2% |
2-020 |
| ATR |
0-196 |
0-194 |
-0-002 |
-1.0% |
0-000 |
| Volume |
2,541,538 |
1,801,379 |
-740,159 |
-29.1% |
14,533,887 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-302 |
121-233 |
120-238 |
|
| R3 |
121-132 |
121-063 |
120-192 |
|
| R2 |
120-282 |
120-282 |
120-176 |
|
| R1 |
120-213 |
120-213 |
120-161 |
120-247 |
| PP |
120-112 |
120-112 |
120-112 |
120-129 |
| S1 |
120-043 |
120-043 |
120-129 |
120-078 |
| S2 |
119-262 |
119-262 |
120-114 |
|
| S3 |
119-092 |
119-193 |
120-098 |
|
| S4 |
118-242 |
119-023 |
120-052 |
|
|
| 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 |
120-010 |
1-175 |
1.3% |
0-192 |
0.5% |
27% |
False |
True |
1,983,322 |
| 10 |
122-190 |
120-010 |
2-180 |
2.1% |
0-254 |
0.7% |
16% |
False |
True |
2,422,798 |
| 20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-200 |
0.5% |
16% |
False |
True |
2,098,330 |
| 40 |
124-080 |
120-010 |
4-070 |
3.5% |
0-156 |
0.4% |
10% |
False |
True |
1,646,077 |
| 60 |
125-000 |
120-010 |
4-310 |
4.1% |
0-149 |
0.4% |
8% |
False |
True |
1,543,577 |
| 80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-140 |
0.4% |
8% |
False |
True |
1,162,919 |
| 100 |
125-260 |
120-010 |
5-250 |
4.8% |
0-132 |
0.3% |
7% |
False |
True |
930,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-262 |
|
2.618 |
121-305 |
|
1.618 |
121-135 |
|
1.000 |
121-030 |
|
0.618 |
120-285 |
|
HIGH |
120-180 |
|
0.618 |
120-115 |
|
0.500 |
120-095 |
|
0.382 |
120-075 |
|
LOW |
120-010 |
|
0.618 |
119-225 |
|
1.000 |
119-160 |
|
1.618 |
119-055 |
|
2.618 |
118-205 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-128 |
120-203 |
| PP |
120-112 |
120-183 |
| S1 |
120-095 |
120-164 |
|