ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-145 |
120-220 |
0-075 |
0.2% |
120-180 |
High |
120-225 |
121-095 |
0-190 |
0.5% |
120-265 |
Low |
120-095 |
120-200 |
0-105 |
0.3% |
120-020 |
Close |
120-210 |
121-065 |
0-175 |
0.5% |
120-235 |
Range |
0-130 |
0-215 |
0-085 |
65.4% |
0-245 |
ATR |
0-177 |
0-180 |
0-003 |
1.5% |
0-000 |
Volume |
329,530 |
197,034 |
-132,496 |
-40.2% |
8,566,114 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-018 |
122-257 |
121-183 |
|
R3 |
122-123 |
122-042 |
121-124 |
|
R2 |
121-228 |
121-228 |
121-104 |
|
R1 |
121-147 |
121-147 |
121-085 |
121-188 |
PP |
121-013 |
121-013 |
121-013 |
121-034 |
S1 |
120-252 |
120-252 |
121-045 |
120-292 |
S2 |
120-118 |
120-118 |
121-026 |
|
S3 |
119-223 |
120-037 |
121-006 |
|
S4 |
119-008 |
119-142 |
120-267 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-268 |
122-177 |
121-050 |
|
R3 |
122-023 |
121-252 |
120-302 |
|
R2 |
121-098 |
121-098 |
120-280 |
|
R1 |
121-007 |
121-007 |
120-257 |
121-052 |
PP |
120-173 |
120-173 |
120-173 |
120-196 |
S1 |
120-082 |
120-082 |
120-213 |
120-128 |
S2 |
119-248 |
119-248 |
120-190 |
|
S3 |
119-003 |
119-157 |
120-168 |
|
S4 |
118-078 |
118-232 |
120-100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-095 |
120-080 |
1-015 |
0.9% |
0-170 |
0.4% |
91% |
True |
False |
1,571,949 |
10 |
121-095 |
120-010 |
1-085 |
1.0% |
0-163 |
0.4% |
93% |
True |
False |
1,712,373 |
20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-210 |
0.5% |
46% |
False |
False |
2,087,589 |
40 |
123-285 |
120-010 |
3-275 |
3.2% |
0-168 |
0.4% |
30% |
False |
False |
1,837,907 |
60 |
124-230 |
120-010 |
4-220 |
3.9% |
0-151 |
0.4% |
25% |
False |
False |
1,572,573 |
80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-145 |
0.4% |
23% |
False |
False |
1,353,905 |
100 |
125-145 |
120-010 |
5-135 |
4.5% |
0-138 |
0.4% |
22% |
False |
False |
1,083,704 |
120 |
127-060 |
120-010 |
7-050 |
5.9% |
0-125 |
0.3% |
16% |
False |
False |
903,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-049 |
2.618 |
123-018 |
1.618 |
122-123 |
1.000 |
121-310 |
0.618 |
121-228 |
HIGH |
121-095 |
0.618 |
121-013 |
0.500 |
120-308 |
0.382 |
120-282 |
LOW |
120-200 |
0.618 |
120-067 |
1.000 |
119-305 |
1.618 |
119-172 |
2.618 |
118-277 |
4.250 |
117-246 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
121-039 |
121-019 |
PP |
121-013 |
120-293 |
S1 |
120-308 |
120-248 |
|