ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 01-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
119-270 |
120-030 |
0-080 |
0.2% |
119-315 |
High |
120-035 |
120-230 |
0-195 |
0.5% |
120-080 |
Low |
119-215 |
120-005 |
0-110 |
0.3% |
119-155 |
Close |
120-015 |
120-195 |
0-180 |
0.5% |
120-055 |
Range |
0-140 |
0-225 |
0-085 |
60.7% |
0-245 |
ATR |
0-176 |
0-180 |
0-003 |
2.0% |
0-000 |
Volume |
1,703,836 |
2,602,235 |
898,399 |
52.7% |
3,532,941 |
|
Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-178 |
122-092 |
120-319 |
|
R3 |
121-273 |
121-187 |
120-257 |
|
R2 |
121-048 |
121-048 |
120-236 |
|
R1 |
120-282 |
120-282 |
120-216 |
121-005 |
PP |
120-143 |
120-143 |
120-143 |
120-165 |
S1 |
120-057 |
120-057 |
120-174 |
120-100 |
S2 |
119-238 |
119-238 |
120-154 |
|
S3 |
119-013 |
119-152 |
120-133 |
|
S4 |
118-108 |
118-247 |
120-071 |
|
|
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 |
120-230 |
119-215 |
1-015 |
0.9% |
0-174 |
0.5% |
90% |
True |
False |
2,032,122 |
10 |
120-230 |
119-140 |
1-090 |
1.1% |
0-166 |
0.4% |
91% |
True |
False |
1,230,331 |
20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-211 |
0.5% |
45% |
False |
False |
630,146 |
40 |
123-185 |
119-140 |
4-045 |
3.4% |
0-166 |
0.4% |
28% |
False |
False |
317,848 |
60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-122 |
0.3% |
24% |
False |
False |
211,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-226 |
2.618 |
122-179 |
1.618 |
121-274 |
1.000 |
121-135 |
0.618 |
121-049 |
HIGH |
120-230 |
0.618 |
120-144 |
0.500 |
120-118 |
0.382 |
120-091 |
LOW |
120-005 |
0.618 |
119-186 |
1.000 |
119-100 |
1.618 |
118-281 |
2.618 |
118-056 |
4.250 |
117-009 |
|
|
Fisher Pivots for day following 01-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-169 |
120-151 |
PP |
120-143 |
120-107 |
S1 |
120-118 |
120-063 |
|