ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 12-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-260 |
120-195 |
-0-065 |
-0.2% |
120-250 |
High |
120-270 |
120-280 |
0-010 |
0.0% |
121-070 |
Low |
120-150 |
120-175 |
0-025 |
0.1% |
120-145 |
Close |
120-210 |
120-270 |
0-060 |
0.2% |
120-210 |
Range |
0-120 |
0-105 |
-0-015 |
-12.5% |
0-245 |
ATR |
0-169 |
0-164 |
-0-005 |
-2.7% |
0-000 |
Volume |
11,961 |
10,392 |
-1,569 |
-13.1% |
153,570 |
|
Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-237 |
121-198 |
121-008 |
|
R3 |
121-132 |
121-093 |
120-299 |
|
R2 |
121-027 |
121-027 |
120-289 |
|
R1 |
120-308 |
120-308 |
120-280 |
121-008 |
PP |
120-242 |
120-242 |
120-242 |
120-251 |
S1 |
120-203 |
120-203 |
120-260 |
120-223 |
S2 |
120-137 |
120-137 |
120-251 |
|
S3 |
120-032 |
120-098 |
120-241 |
|
S4 |
119-247 |
119-313 |
120-212 |
|
|
Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-023 |
122-202 |
121-025 |
|
R3 |
122-098 |
121-277 |
120-277 |
|
R2 |
121-173 |
121-173 |
120-255 |
|
R1 |
121-032 |
121-032 |
120-232 |
120-300 |
PP |
120-248 |
120-248 |
120-248 |
120-223 |
S1 |
120-107 |
120-107 |
120-188 |
120-055 |
S2 |
120-003 |
120-003 |
120-165 |
|
S3 |
119-078 |
119-182 |
120-143 |
|
S4 |
118-153 |
118-257 |
120-075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-025 |
120-145 |
0-200 |
0.5% |
0-121 |
0.3% |
63% |
False |
False |
23,195 |
10 |
121-095 |
120-080 |
1-015 |
0.9% |
0-157 |
0.4% |
57% |
False |
False |
284,539 |
20 |
121-095 |
120-010 |
1-085 |
1.0% |
0-160 |
0.4% |
64% |
False |
False |
1,129,532 |
40 |
123-050 |
120-010 |
3-040 |
2.6% |
0-174 |
0.5% |
26% |
False |
False |
1,599,232 |
60 |
124-210 |
120-010 |
4-200 |
3.8% |
0-155 |
0.4% |
18% |
False |
False |
1,434,499 |
80 |
125-000 |
120-010 |
4-310 |
4.1% |
0-148 |
0.4% |
16% |
False |
False |
1,355,549 |
100 |
125-065 |
120-010 |
5-055 |
4.3% |
0-142 |
0.4% |
16% |
False |
False |
1,085,909 |
120 |
125-260 |
120-010 |
5-250 |
4.8% |
0-133 |
0.3% |
14% |
False |
False |
905,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-086 |
2.618 |
121-235 |
1.618 |
121-130 |
1.000 |
121-065 |
0.618 |
121-025 |
HIGH |
120-280 |
0.618 |
120-240 |
0.500 |
120-228 |
0.382 |
120-215 |
LOW |
120-175 |
0.618 |
120-110 |
1.000 |
120-070 |
1.618 |
120-005 |
2.618 |
119-220 |
4.250 |
119-049 |
|
|
Fisher Pivots for day following 12-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-256 |
120-254 |
PP |
120-242 |
120-238 |
S1 |
120-228 |
120-223 |
|