ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-250 |
120-210 |
-0-040 |
-0.1% |
120-235 |
High |
121-070 |
120-270 |
-0-120 |
-0.3% |
121-095 |
Low |
120-170 |
120-145 |
-0-025 |
-0.1% |
120-080 |
Close |
120-210 |
120-215 |
0-005 |
0.0% |
120-255 |
Range |
0-220 |
0-125 |
-0-095 |
-43.2% |
1-015 |
ATR |
0-184 |
0-180 |
-0-004 |
-2.3% |
0-000 |
Volume |
47,984 |
34,443 |
-13,541 |
-28.2% |
5,492,660 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-265 |
121-205 |
120-284 |
|
R3 |
121-140 |
121-080 |
120-249 |
|
R2 |
121-015 |
121-015 |
120-238 |
|
R1 |
120-275 |
120-275 |
120-226 |
120-305 |
PP |
120-210 |
120-210 |
120-210 |
120-225 |
S1 |
120-150 |
120-150 |
120-204 |
120-180 |
S2 |
120-085 |
120-085 |
120-192 |
|
S3 |
119-280 |
120-025 |
120-181 |
|
S4 |
119-155 |
119-220 |
120-146 |
|
|
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 |
120-095 |
1-000 |
0.8% |
0-177 |
0.5% |
38% |
False |
False |
134,233 |
10 |
121-095 |
120-020 |
1-075 |
1.0% |
0-169 |
0.4% |
49% |
False |
False |
1,252,313 |
20 |
122-190 |
120-010 |
2-180 |
2.1% |
0-194 |
0.5% |
25% |
False |
False |
1,709,558 |
40 |
123-200 |
120-010 |
3-190 |
3.0% |
0-174 |
0.4% |
18% |
False |
False |
1,753,458 |
60 |
124-210 |
120-010 |
4-200 |
3.8% |
0-154 |
0.4% |
14% |
False |
False |
1,506,260 |
80 |
125-065 |
120-010 |
5-055 |
4.3% |
0-148 |
0.4% |
12% |
False |
False |
1,355,376 |
100 |
125-145 |
120-010 |
5-135 |
4.5% |
0-141 |
0.4% |
12% |
False |
False |
1,085,143 |
120 |
126-045 |
120-010 |
6-035 |
5.1% |
0-130 |
0.3% |
10% |
False |
False |
904,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-161 |
2.618 |
121-277 |
1.618 |
121-152 |
1.000 |
121-075 |
0.618 |
121-027 |
HIGH |
120-270 |
0.618 |
120-222 |
0.500 |
120-208 |
0.382 |
120-193 |
LOW |
120-145 |
0.618 |
120-068 |
1.000 |
120-020 |
1.618 |
119-263 |
2.618 |
119-138 |
4.250 |
118-254 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-213 |
120-280 |
PP |
120-210 |
120-258 |
S1 |
120-208 |
120-237 |
|