ECBOT 10 Year T-Note Future March 2018
Trading Metrics calculated at close of trading on 20-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-310 |
120-285 |
-0-025 |
-0.1% |
120-195 |
High |
121-035 |
120-285 |
-0-070 |
-0.2% |
121-090 |
Low |
120-230 |
120-210 |
-0-020 |
-0.1% |
120-175 |
Close |
121-000 |
120-230 |
-0-090 |
-0.2% |
120-310 |
Range |
0-125 |
0-075 |
-0-050 |
-40.0% |
0-235 |
ATR |
0-150 |
0-147 |
-0-003 |
-1.9% |
0-000 |
Volume |
11,475 |
3,797 |
-7,678 |
-66.9% |
61,907 |
|
Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-147 |
121-103 |
120-271 |
|
R3 |
121-072 |
121-028 |
120-251 |
|
R2 |
120-317 |
120-317 |
120-244 |
|
R1 |
120-273 |
120-273 |
120-237 |
120-258 |
PP |
120-242 |
120-242 |
120-242 |
120-234 |
S1 |
120-198 |
120-198 |
120-223 |
120-183 |
S2 |
120-167 |
120-167 |
120-216 |
|
S3 |
120-092 |
120-123 |
120-209 |
|
S4 |
120-017 |
120-048 |
120-189 |
|
|
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 |
120-210 |
0-200 |
0.5% |
0-106 |
0.3% |
10% |
False |
True |
9,780 |
10 |
121-090 |
120-150 |
0-260 |
0.7% |
0-115 |
0.3% |
31% |
False |
False |
14,832 |
20 |
121-095 |
120-020 |
1-075 |
1.0% |
0-142 |
0.4% |
53% |
False |
False |
633,573 |
40 |
122-190 |
120-010 |
2-180 |
2.1% |
0-173 |
0.4% |
27% |
False |
False |
1,362,736 |
60 |
124-025 |
120-010 |
4-015 |
3.4% |
0-151 |
0.4% |
17% |
False |
False |
1,313,096 |
80 |
125-000 |
120-010 |
4-310 |
4.1% |
0-148 |
0.4% |
14% |
False |
False |
1,343,968 |
100 |
125-065 |
120-010 |
5-055 |
4.3% |
0-142 |
0.4% |
13% |
False |
False |
1,086,411 |
120 |
125-145 |
120-010 |
5-135 |
4.5% |
0-136 |
0.4% |
13% |
False |
False |
905,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-284 |
2.618 |
121-161 |
1.618 |
121-086 |
1.000 |
121-040 |
0.618 |
121-011 |
HIGH |
120-285 |
0.618 |
120-256 |
0.500 |
120-248 |
0.382 |
120-239 |
LOW |
120-210 |
0.618 |
120-164 |
1.000 |
120-135 |
1.618 |
120-089 |
2.618 |
120-014 |
4.250 |
119-211 |
|
|
Fisher Pivots for day following 20-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-248 |
120-300 |
PP |
120-242 |
120-277 |
S1 |
120-236 |
120-253 |
|