ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-090 |
-0-015 |
0.0% |
119-315 |
| High |
120-160 |
120-110 |
-0-050 |
-0.1% |
120-230 |
| Low |
120-025 |
119-300 |
-0-045 |
-0.1% |
119-285 |
| Close |
120-125 |
120-030 |
-0-095 |
-0.2% |
120-110 |
| Range |
0-135 |
0-130 |
-0-005 |
-3.7% |
0-265 |
| ATR |
0-155 |
0-154 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,377,324 |
1,081,891 |
-295,433 |
-21.4% |
6,656,314 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-110 |
121-040 |
120-102 |
|
| R3 |
120-300 |
120-230 |
120-066 |
|
| R2 |
120-170 |
120-170 |
120-054 |
|
| R1 |
120-100 |
120-100 |
120-042 |
120-070 |
| PP |
120-040 |
120-040 |
120-040 |
120-025 |
| S1 |
119-290 |
119-290 |
120-018 |
119-260 |
| S2 |
119-230 |
119-230 |
120-006 |
|
| S3 |
119-100 |
119-160 |
119-314 |
|
| S4 |
118-290 |
119-030 |
119-279 |
|
|
| 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 |
119-300 |
0-250 |
0.7% |
0-125 |
0.3% |
20% |
False |
True |
1,294,062 |
| 10 |
120-230 |
119-265 |
0-285 |
0.7% |
0-129 |
0.3% |
30% |
False |
False |
1,344,925 |
| 20 |
120-230 |
119-155 |
1-075 |
1.0% |
0-151 |
0.4% |
49% |
False |
False |
1,514,809 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-177 |
0.5% |
25% |
False |
False |
775,176 |
| 60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-152 |
0.4% |
15% |
False |
False |
517,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-023 |
|
2.618 |
121-130 |
|
1.618 |
121-000 |
|
1.000 |
120-240 |
|
0.618 |
120-190 |
|
HIGH |
120-110 |
|
0.618 |
120-060 |
|
0.500 |
120-045 |
|
0.382 |
120-030 |
|
LOW |
119-300 |
|
0.618 |
119-220 |
|
1.000 |
119-170 |
|
1.618 |
119-090 |
|
2.618 |
118-280 |
|
4.250 |
118-067 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-045 |
120-088 |
| PP |
120-040 |
120-068 |
| S1 |
120-035 |
120-049 |
|