ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 13-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
119-315 |
120-055 |
0-060 |
0.2% |
120-050 |
High |
120-080 |
120-170 |
0-090 |
0.2% |
120-200 |
Low |
119-285 |
120-025 |
0-060 |
0.2% |
119-265 |
Close |
120-065 |
120-105 |
0-040 |
0.1% |
120-010 |
Range |
0-115 |
0-145 |
0-030 |
26.1% |
0-255 |
ATR |
0-167 |
0-166 |
-0-002 |
-0.9% |
0-000 |
Volume |
968,757 |
1,676,461 |
707,704 |
73.1% |
7,293,225 |
|
Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-215 |
121-145 |
120-185 |
|
R3 |
121-070 |
121-000 |
120-145 |
|
R2 |
120-245 |
120-245 |
120-132 |
|
R1 |
120-175 |
120-175 |
120-118 |
120-210 |
PP |
120-100 |
120-100 |
120-100 |
120-118 |
S1 |
120-030 |
120-030 |
120-092 |
120-065 |
S2 |
119-275 |
119-275 |
120-078 |
|
S3 |
119-130 |
119-205 |
120-065 |
|
S4 |
118-305 |
119-060 |
120-025 |
|
|
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 |
120-170 |
119-265 |
0-225 |
0.6% |
0-132 |
0.3% |
71% |
True |
False |
1,395,788 |
10 |
120-230 |
119-215 |
1-015 |
0.9% |
0-159 |
0.4% |
63% |
False |
False |
1,617,262 |
20 |
120-230 |
119-140 |
1-090 |
1.1% |
0-165 |
0.4% |
70% |
False |
False |
1,213,247 |
40 |
122-245 |
119-140 |
3-105 |
2.8% |
0-175 |
0.5% |
27% |
False |
False |
613,871 |
60 |
124-095 |
119-140 |
4-275 |
4.0% |
0-143 |
0.4% |
18% |
False |
False |
409,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-146 |
2.618 |
121-230 |
1.618 |
121-085 |
1.000 |
120-315 |
0.618 |
120-260 |
HIGH |
120-170 |
0.618 |
120-115 |
0.500 |
120-098 |
0.382 |
120-080 |
LOW |
120-025 |
0.618 |
119-255 |
1.000 |
119-200 |
1.618 |
119-110 |
2.618 |
118-285 |
4.250 |
118-049 |
|
|
Fisher Pivots for day following 13-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-102 |
120-089 |
PP |
120-100 |
120-073 |
S1 |
120-098 |
120-058 |
|