ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 16-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
120-130 |
120-100 |
-0-030 |
-0.1% |
120-300 |
High |
120-180 |
120-250 |
0-070 |
0.2% |
121-075 |
Low |
120-010 |
120-095 |
0-085 |
0.2% |
120-010 |
Close |
120-145 |
120-185 |
0-040 |
0.1% |
120-185 |
Range |
0-170 |
0-155 |
-0-015 |
-8.8% |
1-065 |
ATR |
0-194 |
0-191 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,801,379 |
1,325,756 |
-475,623 |
-26.4% |
8,367,923 |
|
Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-002 |
121-248 |
120-270 |
|
R3 |
121-167 |
121-093 |
120-228 |
|
R2 |
121-012 |
121-012 |
120-213 |
|
R1 |
120-258 |
120-258 |
120-199 |
120-295 |
PP |
120-177 |
120-177 |
120-177 |
120-195 |
S1 |
120-103 |
120-103 |
120-171 |
120-140 |
S2 |
120-022 |
120-022 |
120-157 |
|
S3 |
119-187 |
119-268 |
120-142 |
|
S4 |
119-032 |
119-113 |
120-100 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-072 |
123-193 |
121-077 |
|
R3 |
123-007 |
122-128 |
120-291 |
|
R2 |
121-262 |
121-262 |
120-256 |
|
R1 |
121-063 |
121-063 |
120-220 |
120-290 |
PP |
120-197 |
120-197 |
120-197 |
120-150 |
S1 |
119-318 |
119-318 |
120-150 |
119-225 |
S2 |
119-132 |
119-132 |
120-114 |
|
S3 |
118-067 |
118-253 |
120-079 |
|
S4 |
117-002 |
117-188 |
119-293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-075 |
120-010 |
1-065 |
1.0% |
0-173 |
0.4% |
45% |
False |
False |
1,673,584 |
10 |
122-190 |
120-010 |
2-180 |
2.1% |
0-252 |
0.7% |
21% |
False |
False |
2,290,181 |
20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-202 |
0.5% |
21% |
False |
False |
2,083,761 |
40 |
124-025 |
120-010 |
4-015 |
3.4% |
0-155 |
0.4% |
14% |
False |
False |
1,644,645 |
60 |
125-000 |
120-010 |
4-310 |
4.1% |
0-149 |
0.4% |
11% |
False |
False |
1,562,785 |
80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-141 |
0.4% |
11% |
False |
False |
1,179,446 |
100 |
125-255 |
120-010 |
5-245 |
4.8% |
0-133 |
0.3% |
9% |
False |
False |
943,775 |
120 |
127-060 |
120-010 |
7-050 |
5.9% |
0-114 |
0.3% |
8% |
False |
False |
786,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-269 |
2.618 |
122-016 |
1.618 |
121-181 |
1.000 |
121-085 |
0.618 |
121-026 |
HIGH |
120-250 |
0.618 |
120-191 |
0.500 |
120-173 |
0.382 |
120-154 |
LOW |
120-095 |
0.618 |
119-319 |
1.000 |
119-260 |
1.618 |
119-164 |
2.618 |
119-009 |
4.250 |
118-076 |
|
|
Fisher Pivots for day following 16-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
120-181 |
120-203 |
PP |
120-177 |
120-197 |
S1 |
120-173 |
120-191 |
|