ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
120-065 |
0-065 |
0.2% |
120-050 |
| High |
120-100 |
120-080 |
-0-020 |
-0.1% |
120-200 |
| Low |
119-305 |
119-265 |
-0-040 |
-0.1% |
119-265 |
| Close |
120-055 |
120-010 |
-0-045 |
-0.1% |
120-010 |
| Range |
0-115 |
0-135 |
0-020 |
17.4% |
0-255 |
| ATR |
0-174 |
0-171 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,256,132 |
1,348,496 |
92,364 |
7.4% |
7,293,225 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-097 |
121-028 |
120-084 |
|
| R3 |
120-282 |
120-213 |
120-047 |
|
| R2 |
120-147 |
120-147 |
120-035 |
|
| R1 |
120-078 |
120-078 |
120-022 |
120-045 |
| PP |
120-012 |
120-012 |
120-012 |
119-315 |
| S1 |
119-263 |
119-263 |
119-318 |
119-230 |
| S2 |
119-197 |
119-197 |
119-305 |
|
| S3 |
119-062 |
119-128 |
119-293 |
|
| S4 |
118-247 |
118-313 |
119-256 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-177 |
122-028 |
120-150 |
|
| R3 |
121-242 |
121-093 |
120-080 |
|
| R2 |
120-307 |
120-307 |
120-057 |
|
| R1 |
120-158 |
120-158 |
120-033 |
120-105 |
| PP |
120-052 |
120-052 |
120-052 |
120-025 |
| S1 |
119-223 |
119-223 |
119-307 |
119-170 |
| S2 |
119-117 |
119-117 |
119-283 |
|
| S3 |
118-182 |
118-288 |
119-260 |
|
| S4 |
117-247 |
118-033 |
119-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-200 |
119-265 |
0-255 |
0.7% |
0-152 |
0.4% |
25% |
False |
True |
1,458,645 |
| 10 |
120-230 |
119-215 |
1-015 |
0.9% |
0-165 |
0.4% |
34% |
False |
False |
1,784,649 |
| 20 |
121-010 |
119-140 |
1-190 |
1.3% |
0-170 |
0.4% |
37% |
False |
False |
1,083,497 |
| 40 |
122-245 |
119-140 |
3-105 |
2.8% |
0-174 |
0.5% |
18% |
False |
False |
548,076 |
| 60 |
124-110 |
119-140 |
4-290 |
4.1% |
0-138 |
0.4% |
12% |
False |
False |
365,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-014 |
|
2.618 |
121-113 |
|
1.618 |
120-298 |
|
1.000 |
120-215 |
|
0.618 |
120-163 |
|
HIGH |
120-080 |
|
0.618 |
120-028 |
|
0.500 |
120-012 |
|
0.382 |
119-317 |
|
LOW |
119-265 |
|
0.618 |
119-182 |
|
1.000 |
119-130 |
|
1.618 |
119-047 |
|
2.618 |
118-232 |
|
4.250 |
118-011 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-012 |
120-045 |
| PP |
120-012 |
120-033 |
| S1 |
120-011 |
120-022 |
|