ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
120-065 |
119-270 |
-0-115 |
-0.3% |
119-315 |
| High |
120-100 |
120-035 |
-0-065 |
-0.2% |
120-080 |
| Low |
119-215 |
119-215 |
0-000 |
0.0% |
119-155 |
| Close |
119-255 |
120-015 |
0-080 |
0.2% |
120-055 |
| Range |
0-205 |
0-140 |
-0-065 |
-31.7% |
0-245 |
| ATR |
0-179 |
0-176 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,964,205 |
1,703,836 |
-260,369 |
-13.3% |
3,532,941 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-082 |
121-028 |
120-092 |
|
| R3 |
120-262 |
120-208 |
120-054 |
|
| R2 |
120-122 |
120-122 |
120-041 |
|
| R1 |
120-068 |
120-068 |
120-028 |
120-095 |
| PP |
119-302 |
119-302 |
119-302 |
119-315 |
| S1 |
119-248 |
119-248 |
120-002 |
119-275 |
| S2 |
119-162 |
119-162 |
119-309 |
|
| S3 |
119-022 |
119-108 |
119-297 |
|
| S4 |
118-202 |
118-288 |
119-258 |
|
|
| 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 |
119-160 |
0-305 |
0.8% |
0-155 |
0.4% |
57% |
False |
False |
1,743,415 |
| 10 |
120-215 |
119-140 |
1-075 |
1.0% |
0-176 |
0.5% |
49% |
False |
False |
976,784 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-208 |
0.5% |
23% |
False |
False |
500,596 |
| 40 |
123-220 |
119-140 |
4-080 |
3.5% |
0-164 |
0.4% |
14% |
False |
False |
252,824 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-119 |
0.3% |
12% |
False |
False |
168,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-310 |
|
2.618 |
121-082 |
|
1.618 |
120-262 |
|
1.000 |
120-175 |
|
0.618 |
120-122 |
|
HIGH |
120-035 |
|
0.618 |
119-302 |
|
0.500 |
119-285 |
|
0.382 |
119-268 |
|
LOW |
119-215 |
|
0.618 |
119-128 |
|
1.000 |
119-075 |
|
1.618 |
118-308 |
|
2.618 |
118-168 |
|
4.250 |
117-260 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
119-318 |
120-020 |
| PP |
119-302 |
120-018 |
| S1 |
119-285 |
120-017 |
|