ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-030 |
120-175 |
0-145 |
0.4% |
120-055 |
| High |
120-230 |
120-225 |
-0-005 |
0.0% |
120-230 |
| Low |
120-005 |
120-025 |
0-020 |
0.1% |
119-215 |
| Close |
120-195 |
120-060 |
-0-135 |
-0.3% |
120-060 |
| Range |
0-225 |
0-200 |
-0-025 |
-11.1% |
1-015 |
| ATR |
0-180 |
0-181 |
0-001 |
0.8% |
0-000 |
| Volume |
2,602,235 |
1,928,111 |
-674,124 |
-25.9% |
10,553,273 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-063 |
121-262 |
120-170 |
|
| R3 |
121-183 |
121-062 |
120-115 |
|
| R2 |
120-303 |
120-303 |
120-097 |
|
| R1 |
120-182 |
120-182 |
120-078 |
120-142 |
| PP |
120-103 |
120-103 |
120-103 |
120-084 |
| S1 |
119-302 |
119-302 |
120-042 |
119-262 |
| S2 |
119-223 |
119-223 |
120-023 |
|
| S3 |
119-023 |
119-102 |
120-005 |
|
| S4 |
118-143 |
118-222 |
119-270 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-107 |
122-258 |
120-244 |
|
| R3 |
122-092 |
121-243 |
120-152 |
|
| R2 |
121-077 |
121-077 |
120-121 |
|
| R1 |
120-228 |
120-228 |
120-091 |
120-313 |
| PP |
120-062 |
120-062 |
120-062 |
120-104 |
| S1 |
119-213 |
119-213 |
120-029 |
119-298 |
| S2 |
119-047 |
119-047 |
119-319 |
|
| S3 |
118-032 |
118-198 |
119-288 |
|
| S4 |
117-017 |
117-183 |
119-196 |
|
|
| 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% |
0-177 |
0.5% |
49% |
False |
False |
2,110,654 |
| 10 |
120-230 |
119-155 |
1-075 |
1.0% |
0-169 |
0.4% |
57% |
False |
False |
1,413,503 |
| 20 |
122-020 |
119-140 |
2-200 |
2.2% |
0-212 |
0.6% |
29% |
False |
False |
725,782 |
| 40 |
123-175 |
119-140 |
4-035 |
3.4% |
0-170 |
0.4% |
18% |
False |
False |
366,012 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-126 |
0.3% |
15% |
False |
False |
244,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-115 |
|
2.618 |
122-109 |
|
1.618 |
121-229 |
|
1.000 |
121-105 |
|
0.618 |
121-029 |
|
HIGH |
120-225 |
|
0.618 |
120-149 |
|
0.500 |
120-125 |
|
0.382 |
120-101 |
|
LOW |
120-025 |
|
0.618 |
119-221 |
|
1.000 |
119-145 |
|
1.618 |
119-021 |
|
2.618 |
118-141 |
|
4.250 |
117-135 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-125 |
120-063 |
| PP |
120-103 |
120-062 |
| S1 |
120-082 |
120-061 |
|