ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 27-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
120-055 |
120-065 |
0-010 |
0.0% |
119-315 |
High |
120-145 |
120-100 |
-0-045 |
-0.1% |
120-080 |
Low |
120-030 |
119-215 |
-0-135 |
-0.4% |
119-155 |
Close |
120-085 |
119-255 |
-0-150 |
-0.4% |
120-055 |
Range |
0-115 |
0-205 |
0-090 |
78.3% |
0-245 |
ATR |
0-177 |
0-179 |
0-002 |
1.1% |
0-000 |
Volume |
2,354,886 |
1,964,205 |
-390,681 |
-16.6% |
3,532,941 |
|
Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-272 |
121-148 |
120-048 |
|
R3 |
121-067 |
120-263 |
119-311 |
|
R2 |
120-182 |
120-182 |
119-293 |
|
R1 |
120-058 |
120-058 |
119-274 |
120-018 |
PP |
119-297 |
119-297 |
119-297 |
119-276 |
S1 |
119-173 |
119-173 |
119-236 |
119-133 |
S2 |
119-092 |
119-092 |
119-217 |
|
S3 |
118-207 |
118-288 |
119-199 |
|
S4 |
118-002 |
118-083 |
119-142 |
|
|
Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-085 |
121-315 |
120-190 |
|
R3 |
121-160 |
121-070 |
120-122 |
|
R2 |
120-235 |
120-235 |
120-100 |
|
R1 |
120-145 |
120-145 |
120-077 |
120-190 |
PP |
119-310 |
119-310 |
119-310 |
120-013 |
S1 |
119-220 |
119-220 |
120-033 |
119-265 |
S2 |
119-065 |
119-065 |
120-010 |
|
S3 |
118-140 |
118-295 |
119-308 |
|
S4 |
117-215 |
118-050 |
119-240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-145 |
119-155 |
0-310 |
0.8% |
0-162 |
0.4% |
32% |
False |
False |
1,530,650 |
10 |
120-215 |
119-140 |
1-075 |
1.0% |
0-170 |
0.4% |
29% |
False |
False |
809,231 |
20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-208 |
0.5% |
14% |
False |
False |
415,714 |
40 |
123-240 |
119-140 |
4-100 |
3.6% |
0-163 |
0.4% |
8% |
False |
False |
210,231 |
60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-116 |
0.3% |
7% |
False |
False |
140,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-011 |
2.618 |
121-317 |
1.618 |
121-112 |
1.000 |
120-305 |
0.618 |
120-227 |
HIGH |
120-100 |
0.618 |
120-022 |
0.500 |
119-318 |
0.382 |
119-293 |
LOW |
119-215 |
0.618 |
119-088 |
1.000 |
119-010 |
1.618 |
118-203 |
2.618 |
117-318 |
4.250 |
116-304 |
|
|
Fisher Pivots for day following 27-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
119-318 |
120-020 |
PP |
119-297 |
119-312 |
S1 |
119-276 |
119-283 |
|