ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 05-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
121-055 |
120-250 |
-0-125 |
-0.3% |
120-235 |
High |
121-095 |
121-070 |
-0-025 |
-0.1% |
121-095 |
Low |
120-220 |
120-170 |
-0-050 |
-0.1% |
120-080 |
Close |
120-255 |
120-210 |
-0-045 |
-0.1% |
120-255 |
Range |
0-195 |
0-220 |
0-025 |
12.8% |
1-015 |
ATR |
0-181 |
0-184 |
0-003 |
1.5% |
0-000 |
Volume |
62,175 |
47,984 |
-14,191 |
-22.8% |
5,492,660 |
|
Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-277 |
122-143 |
121-011 |
|
R3 |
122-057 |
121-243 |
120-271 |
|
R2 |
121-157 |
121-157 |
120-250 |
|
R1 |
121-023 |
121-023 |
120-230 |
120-300 |
PP |
120-257 |
120-257 |
120-257 |
120-235 |
S1 |
120-123 |
120-123 |
120-190 |
120-080 |
S2 |
120-037 |
120-037 |
120-170 |
|
S3 |
119-137 |
119-223 |
120-150 |
|
S4 |
118-237 |
119-003 |
120-089 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-295 |
123-130 |
121-119 |
|
R3 |
122-280 |
122-115 |
121-027 |
|
R2 |
121-265 |
121-265 |
120-316 |
|
R1 |
121-100 |
121-100 |
120-286 |
121-183 |
PP |
120-250 |
120-250 |
120-250 |
120-291 |
S1 |
120-085 |
120-085 |
120-224 |
120-168 |
S2 |
119-235 |
119-235 |
120-194 |
|
S3 |
118-220 |
119-070 |
120-163 |
|
S4 |
117-205 |
118-055 |
120-071 |
|
|
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% |
0-193 |
0.5% |
39% |
False |
False |
545,883 |
10 |
121-095 |
120-020 |
1-075 |
1.0% |
0-172 |
0.4% |
48% |
False |
False |
1,410,675 |
20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-212 |
0.5% |
24% |
False |
False |
1,850,428 |
40 |
123-280 |
120-010 |
3-270 |
3.2% |
0-174 |
0.5% |
16% |
False |
False |
1,788,422 |
60 |
124-230 |
120-010 |
4-220 |
3.9% |
0-154 |
0.4% |
13% |
False |
False |
1,528,464 |
80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-147 |
0.4% |
12% |
False |
False |
1,355,068 |
100 |
125-145 |
120-010 |
5-135 |
4.5% |
0-140 |
0.4% |
12% |
False |
False |
1,084,799 |
120 |
126-105 |
120-010 |
6-095 |
5.2% |
0-129 |
0.3% |
10% |
False |
False |
904,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-045 |
2.618 |
123-006 |
1.618 |
122-106 |
1.000 |
121-290 |
0.618 |
121-206 |
HIGH |
121-070 |
0.618 |
120-306 |
0.500 |
120-280 |
0.382 |
120-254 |
LOW |
120-170 |
0.618 |
120-034 |
1.000 |
119-270 |
1.618 |
119-134 |
2.618 |
118-234 |
4.250 |
117-195 |
|
|
Fisher Pivots for day following 05-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-280 |
120-293 |
PP |
120-257 |
120-265 |
S1 |
120-233 |
120-238 |
|