ECBOT 10 Year T-Note Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
121-025 |
120-310 |
-0-035 |
-0.1% |
120-195 |
| High |
121-070 |
121-035 |
-0-035 |
-0.1% |
121-090 |
| Low |
120-290 |
120-230 |
-0-060 |
-0.2% |
120-175 |
| Close |
120-310 |
121-000 |
0-010 |
0.0% |
120-310 |
| Range |
0-100 |
0-125 |
0-025 |
25.0% |
0-235 |
| ATR |
0-152 |
0-150 |
-0-002 |
-1.3% |
0-000 |
| Volume |
12,887 |
11,475 |
-1,412 |
-11.0% |
61,907 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-037 |
121-303 |
121-069 |
|
| R3 |
121-232 |
121-178 |
121-034 |
|
| R2 |
121-107 |
121-107 |
121-023 |
|
| R1 |
121-053 |
121-053 |
121-011 |
121-080 |
| PP |
120-302 |
120-302 |
120-302 |
120-315 |
| S1 |
120-248 |
120-248 |
120-309 |
120-275 |
| S2 |
120-177 |
120-177 |
120-297 |
|
| S3 |
120-052 |
120-123 |
120-286 |
|
| S4 |
119-247 |
119-318 |
120-251 |
|
|
| 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 |
120-225 |
0-185 |
0.5% |
0-119 |
0.3% |
51% |
False |
False |
12,598 |
| 10 |
121-090 |
120-145 |
0-265 |
0.7% |
0-120 |
0.3% |
66% |
False |
False |
17,896 |
| 20 |
121-095 |
120-020 |
1-075 |
1.0% |
0-146 |
0.4% |
76% |
False |
False |
714,286 |
| 40 |
122-190 |
120-010 |
2-180 |
2.1% |
0-174 |
0.4% |
38% |
False |
False |
1,399,023 |
| 60 |
124-025 |
120-010 |
4-015 |
3.3% |
0-152 |
0.4% |
24% |
False |
False |
1,334,525 |
| 80 |
125-000 |
120-010 |
4-310 |
4.1% |
0-148 |
0.4% |
19% |
False |
False |
1,350,661 |
| 100 |
125-065 |
120-010 |
5-055 |
4.3% |
0-142 |
0.4% |
19% |
False |
False |
1,086,414 |
| 120 |
125-255 |
120-010 |
5-245 |
4.8% |
0-136 |
0.4% |
17% |
False |
False |
905,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-246 |
|
2.618 |
122-042 |
|
1.618 |
121-237 |
|
1.000 |
121-160 |
|
0.618 |
121-112 |
|
HIGH |
121-035 |
|
0.618 |
120-307 |
|
0.500 |
120-293 |
|
0.382 |
120-278 |
|
LOW |
120-230 |
|
0.618 |
120-153 |
|
1.000 |
120-105 |
|
1.618 |
120-028 |
|
2.618 |
119-223 |
|
4.250 |
119-019 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-311 |
121-000 |
| PP |
120-302 |
121-000 |
| S1 |
120-293 |
121-000 |
|