ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
120-180 |
0-080 |
0.2% |
120-300 |
| High |
120-250 |
120-210 |
-0-040 |
-0.1% |
121-075 |
| Low |
120-095 |
120-050 |
-0-045 |
-0.1% |
120-010 |
| Close |
120-185 |
120-155 |
-0-030 |
-0.1% |
120-185 |
| Range |
0-155 |
0-160 |
0-005 |
3.2% |
1-065 |
| ATR |
0-191 |
0-189 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,325,756 |
1,618,062 |
292,306 |
22.0% |
8,367,923 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-298 |
121-227 |
120-243 |
|
| R3 |
121-138 |
121-067 |
120-199 |
|
| R2 |
120-298 |
120-298 |
120-184 |
|
| R1 |
120-227 |
120-227 |
120-170 |
120-183 |
| PP |
120-138 |
120-138 |
120-138 |
120-116 |
| S1 |
120-067 |
120-067 |
120-140 |
120-023 |
| S2 |
119-298 |
119-298 |
120-126 |
|
| S3 |
119-138 |
119-227 |
120-111 |
|
| S4 |
118-298 |
119-067 |
120-067 |
|
|
| 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% |
0-178 |
0.5% |
38% |
False |
False |
1,712,762 |
| 10 |
122-190 |
120-010 |
2-180 |
2.1% |
0-220 |
0.6% |
18% |
False |
False |
2,166,802 |
| 20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-205 |
0.5% |
18% |
False |
False |
2,091,899 |
| 40 |
124-025 |
120-010 |
4-015 |
3.4% |
0-156 |
0.4% |
11% |
False |
False |
1,652,857 |
| 60 |
125-000 |
120-010 |
4-310 |
4.1% |
0-150 |
0.4% |
9% |
False |
False |
1,580,767 |
| 80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-141 |
0.4% |
9% |
False |
False |
1,199,620 |
| 100 |
125-145 |
120-010 |
5-135 |
4.5% |
0-134 |
0.3% |
8% |
False |
False |
959,955 |
| 120 |
127-060 |
120-010 |
7-050 |
5.9% |
0-116 |
0.3% |
6% |
False |
False |
799,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-250 |
|
2.618 |
121-309 |
|
1.618 |
121-149 |
|
1.000 |
121-050 |
|
0.618 |
120-309 |
|
HIGH |
120-210 |
|
0.618 |
120-149 |
|
0.500 |
120-130 |
|
0.382 |
120-111 |
|
LOW |
120-050 |
|
0.618 |
119-271 |
|
1.000 |
119-210 |
|
1.618 |
119-111 |
|
2.618 |
118-271 |
|
4.250 |
118-010 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-147 |
120-147 |
| PP |
120-138 |
120-138 |
| S1 |
120-130 |
120-130 |
|