ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
120-115 |
0-060 |
0.2% |
120-050 |
| High |
120-170 |
120-220 |
0-050 |
0.1% |
120-200 |
| Low |
120-025 |
120-075 |
0-050 |
0.1% |
119-265 |
| Close |
120-105 |
120-175 |
0-070 |
0.2% |
120-010 |
| Range |
0-145 |
0-145 |
0-000 |
0.0% |
0-255 |
| ATR |
0-166 |
0-164 |
-0-001 |
-0.9% |
0-000 |
| Volume |
1,676,461 |
1,692,033 |
15,572 |
0.9% |
7,293,225 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-272 |
121-208 |
120-255 |
|
| R3 |
121-127 |
121-063 |
120-215 |
|
| R2 |
120-302 |
120-302 |
120-202 |
|
| R1 |
120-238 |
120-238 |
120-188 |
120-270 |
| PP |
120-157 |
120-157 |
120-157 |
120-173 |
| S1 |
120-093 |
120-093 |
120-162 |
120-125 |
| S2 |
120-012 |
120-012 |
120-148 |
|
| S3 |
119-187 |
119-268 |
120-135 |
|
| S4 |
119-042 |
119-123 |
120-095 |
|
|
| 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 |
120-220 |
119-265 |
0-275 |
0.7% |
0-131 |
0.3% |
84% |
True |
False |
1,388,375 |
| 10 |
120-230 |
119-265 |
0-285 |
0.7% |
0-159 |
0.4% |
81% |
False |
False |
1,616,082 |
| 20 |
120-230 |
119-140 |
1-090 |
1.1% |
0-168 |
0.4% |
87% |
False |
False |
1,296,433 |
| 40 |
122-205 |
119-140 |
3-065 |
2.7% |
0-176 |
0.5% |
35% |
False |
False |
656,110 |
| 60 |
124-050 |
119-140 |
4-230 |
3.9% |
0-145 |
0.4% |
24% |
False |
False |
437,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-196 |
|
2.618 |
121-280 |
|
1.618 |
121-135 |
|
1.000 |
121-045 |
|
0.618 |
120-310 |
|
HIGH |
120-220 |
|
0.618 |
120-165 |
|
0.500 |
120-148 |
|
0.382 |
120-130 |
|
LOW |
120-075 |
|
0.618 |
119-305 |
|
1.000 |
119-250 |
|
1.618 |
119-160 |
|
2.618 |
119-015 |
|
4.250 |
118-099 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-166 |
120-148 |
| PP |
120-157 |
120-120 |
| S1 |
120-148 |
120-092 |
|