ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-170 |
120-145 |
-0-025 |
-0.1% |
119-315 |
| High |
120-230 |
120-195 |
-0-035 |
-0.1% |
120-230 |
| Low |
120-125 |
120-085 |
-0-040 |
-0.1% |
119-285 |
| Close |
120-160 |
120-110 |
-0-050 |
-0.1% |
120-110 |
| Range |
0-105 |
0-110 |
0-005 |
4.8% |
0-265 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,317,326 |
1,001,737 |
-315,589 |
-24.0% |
6,656,314 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-140 |
121-075 |
120-171 |
|
| R3 |
121-030 |
120-285 |
120-140 |
|
| R2 |
120-240 |
120-240 |
120-130 |
|
| R1 |
120-175 |
120-175 |
120-120 |
120-153 |
| PP |
120-130 |
120-130 |
120-130 |
120-119 |
| S1 |
120-065 |
120-065 |
120-100 |
120-042 |
| S2 |
120-020 |
120-020 |
120-090 |
|
| S3 |
119-230 |
119-275 |
120-080 |
|
| S4 |
119-120 |
119-165 |
120-050 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-257 |
122-128 |
120-256 |
|
| R3 |
121-312 |
121-183 |
120-183 |
|
| R2 |
121-047 |
121-047 |
120-159 |
|
| R1 |
120-238 |
120-238 |
120-134 |
120-303 |
| PP |
120-102 |
120-102 |
120-102 |
120-134 |
| S1 |
119-293 |
119-293 |
120-086 |
120-038 |
| S2 |
119-157 |
119-157 |
120-061 |
|
| S3 |
118-212 |
119-028 |
120-037 |
|
| S4 |
117-267 |
118-083 |
119-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-230 |
119-285 |
0-265 |
0.7% |
0-124 |
0.3% |
55% |
False |
False |
1,331,262 |
| 10 |
120-230 |
119-265 |
0-285 |
0.7% |
0-138 |
0.4% |
58% |
False |
False |
1,394,953 |
| 20 |
120-230 |
119-155 |
1-075 |
1.0% |
0-154 |
0.4% |
70% |
False |
False |
1,404,228 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-176 |
0.5% |
35% |
False |
False |
713,959 |
| 60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-149 |
0.4% |
21% |
False |
False |
476,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-023 |
|
2.618 |
121-163 |
|
1.618 |
121-053 |
|
1.000 |
120-305 |
|
0.618 |
120-263 |
|
HIGH |
120-195 |
|
0.618 |
120-153 |
|
0.500 |
120-140 |
|
0.382 |
120-127 |
|
LOW |
120-085 |
|
0.618 |
120-017 |
|
1.000 |
119-295 |
|
1.618 |
119-227 |
|
2.618 |
119-117 |
|
4.250 |
118-257 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-140 |
120-153 |
| PP |
120-130 |
120-138 |
| S1 |
120-120 |
120-124 |
|