ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 14-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-265 |
120-315 |
0-050 |
0.1% |
120-250 |
High |
121-045 |
121-090 |
0-045 |
0.1% |
121-070 |
Low |
120-225 |
120-270 |
0-045 |
0.1% |
120-145 |
Close |
120-295 |
121-045 |
0-070 |
0.2% |
120-210 |
Range |
0-140 |
0-140 |
0-000 |
0.0% |
0-245 |
ATR |
0-162 |
0-161 |
-0-002 |
-1.0% |
0-000 |
Volume |
17,883 |
8,201 |
-9,682 |
-54.1% |
153,570 |
|
Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-128 |
122-067 |
121-122 |
|
R3 |
121-308 |
121-247 |
121-083 |
|
R2 |
121-168 |
121-168 |
121-071 |
|
R1 |
121-107 |
121-107 |
121-058 |
121-138 |
PP |
121-028 |
121-028 |
121-028 |
121-044 |
S1 |
120-287 |
120-287 |
121-032 |
120-318 |
S2 |
120-208 |
120-208 |
121-019 |
|
S3 |
120-068 |
120-147 |
121-006 |
|
S4 |
119-248 |
120-007 |
120-288 |
|
|
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 |
121-090 |
120-150 |
0-260 |
0.7% |
0-122 |
0.3% |
83% |
True |
False |
12,761 |
10 |
121-095 |
120-145 |
0-270 |
0.7% |
0-152 |
0.4% |
81% |
False |
False |
44,925 |
20 |
121-095 |
120-010 |
1-085 |
1.0% |
0-162 |
0.4% |
88% |
False |
False |
995,874 |
40 |
123-020 |
120-010 |
3-010 |
2.5% |
0-175 |
0.5% |
37% |
False |
False |
1,523,499 |
60 |
124-175 |
120-010 |
4-165 |
3.7% |
0-153 |
0.4% |
25% |
False |
False |
1,385,665 |
80 |
125-000 |
120-010 |
4-310 |
4.1% |
0-149 |
0.4% |
22% |
False |
False |
1,354,446 |
100 |
125-065 |
120-010 |
5-055 |
4.3% |
0-143 |
0.4% |
21% |
False |
False |
1,086,112 |
120 |
125-260 |
120-010 |
5-250 |
4.8% |
0-134 |
0.3% |
19% |
False |
False |
905,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-045 |
2.618 |
122-137 |
1.618 |
121-317 |
1.000 |
121-230 |
0.618 |
121-177 |
HIGH |
121-090 |
0.618 |
121-037 |
0.500 |
121-020 |
0.382 |
121-003 |
LOW |
120-270 |
0.618 |
120-183 |
1.000 |
120-130 |
1.618 |
120-043 |
2.618 |
119-223 |
4.250 |
118-315 |
|
|
Fisher Pivots for day following 14-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
121-037 |
121-021 |
PP |
121-028 |
120-317 |
S1 |
121-020 |
120-293 |
|