ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 15-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-115 |
120-170 |
0-055 |
0.1% |
120-050 |
High |
120-220 |
120-230 |
0-010 |
0.0% |
120-200 |
Low |
120-075 |
120-125 |
0-050 |
0.1% |
119-265 |
Close |
120-175 |
120-160 |
-0-015 |
0.0% |
120-010 |
Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
0-255 |
ATR |
0-164 |
0-160 |
-0-004 |
-2.6% |
0-000 |
Volume |
1,692,033 |
1,317,326 |
-374,707 |
-22.1% |
7,293,225 |
|
Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-167 |
121-108 |
120-218 |
|
R3 |
121-062 |
121-003 |
120-189 |
|
R2 |
120-277 |
120-277 |
120-179 |
|
R1 |
120-218 |
120-218 |
120-170 |
120-195 |
PP |
120-172 |
120-172 |
120-172 |
120-160 |
S1 |
120-113 |
120-113 |
120-150 |
120-090 |
S2 |
120-067 |
120-067 |
120-141 |
|
S3 |
119-282 |
120-008 |
120-131 |
|
S4 |
119-177 |
119-223 |
120-102 |
|
|
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 |
120-230 |
119-265 |
0-285 |
0.7% |
0-129 |
0.3% |
75% |
True |
False |
1,400,614 |
10 |
120-230 |
119-265 |
0-285 |
0.7% |
0-147 |
0.4% |
75% |
True |
False |
1,487,591 |
20 |
120-230 |
119-140 |
1-090 |
1.1% |
0-157 |
0.4% |
83% |
True |
False |
1,358,961 |
40 |
122-050 |
119-140 |
2-230 |
2.3% |
0-175 |
0.5% |
39% |
False |
False |
688,997 |
60 |
123-310 |
119-140 |
4-170 |
3.8% |
0-147 |
0.4% |
23% |
False |
False |
459,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-036 |
2.618 |
121-185 |
1.618 |
121-080 |
1.000 |
121-015 |
0.618 |
120-295 |
HIGH |
120-230 |
0.618 |
120-190 |
0.500 |
120-178 |
0.382 |
120-165 |
LOW |
120-125 |
0.618 |
120-060 |
1.000 |
120-020 |
1.618 |
119-275 |
2.618 |
119-170 |
4.250 |
118-319 |
|
|
Fisher Pivots for day following 15-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-178 |
120-149 |
PP |
120-172 |
120-138 |
S1 |
120-166 |
120-128 |
|