ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
121-030 |
121-025 |
-0-005 |
0.0% |
120-195 |
| High |
121-090 |
121-070 |
-0-020 |
-0.1% |
121-090 |
| Low |
121-000 |
120-290 |
-0-030 |
-0.1% |
120-175 |
| Close |
121-030 |
120-310 |
-0-040 |
-0.1% |
120-310 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-235 |
| ATR |
0-156 |
0-152 |
-0-004 |
-2.6% |
0-000 |
| Volume |
12,544 |
12,887 |
343 |
2.7% |
61,907 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-310 |
121-250 |
121-045 |
|
| R3 |
121-210 |
121-150 |
121-018 |
|
| R2 |
121-110 |
121-110 |
121-008 |
|
| R1 |
121-050 |
121-050 |
120-319 |
121-030 |
| PP |
121-010 |
121-010 |
121-010 |
121-000 |
| S1 |
120-270 |
120-270 |
120-301 |
120-250 |
| S2 |
120-230 |
120-230 |
120-292 |
|
| S3 |
120-130 |
120-170 |
120-283 |
|
| S4 |
120-030 |
120-070 |
120-255 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-043 |
122-252 |
121-119 |
|
| R3 |
122-128 |
122-017 |
121-055 |
|
| R2 |
121-213 |
121-213 |
121-033 |
|
| R1 |
121-102 |
121-102 |
121-012 |
121-158 |
| PP |
120-298 |
120-298 |
120-298 |
121-006 |
| S1 |
120-187 |
120-187 |
120-288 |
120-243 |
| S2 |
120-063 |
120-063 |
120-267 |
|
| S3 |
119-148 |
119-272 |
120-245 |
|
| S4 |
118-233 |
119-037 |
120-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-090 |
120-175 |
0-235 |
0.6% |
0-115 |
0.3% |
57% |
False |
False |
12,381 |
| 10 |
121-090 |
120-145 |
0-265 |
0.7% |
0-130 |
0.3% |
62% |
False |
False |
21,547 |
| 20 |
121-095 |
120-020 |
1-075 |
1.0% |
0-148 |
0.4% |
73% |
False |
False |
780,000 |
| 40 |
122-190 |
120-010 |
2-180 |
2.1% |
0-174 |
0.4% |
37% |
False |
False |
1,439,165 |
| 60 |
124-080 |
120-010 |
4-070 |
3.5% |
0-153 |
0.4% |
22% |
False |
False |
1,357,385 |
| 80 |
125-000 |
120-010 |
4-310 |
4.1% |
0-149 |
0.4% |
19% |
False |
False |
1,352,683 |
| 100 |
125-065 |
120-010 |
5-055 |
4.3% |
0-142 |
0.4% |
18% |
False |
False |
1,086,335 |
| 120 |
125-260 |
120-010 |
5-250 |
4.8% |
0-135 |
0.3% |
16% |
False |
False |
905,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-175 |
|
2.618 |
122-012 |
|
1.618 |
121-232 |
|
1.000 |
121-170 |
|
0.618 |
121-132 |
|
HIGH |
121-070 |
|
0.618 |
121-032 |
|
0.500 |
121-020 |
|
0.382 |
121-008 |
|
LOW |
120-290 |
|
0.618 |
120-228 |
|
1.000 |
120-190 |
|
1.618 |
120-128 |
|
2.618 |
120-028 |
|
4.250 |
119-185 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-020 |
121-020 |
| PP |
121-010 |
121-010 |
| S1 |
121-000 |
121-000 |
|