ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 23-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-035 |
120-175 |
0-140 |
0.4% |
120-105 |
High |
120-250 |
120-280 |
0-030 |
0.1% |
120-280 |
Low |
120-030 |
120-135 |
0-105 |
0.3% |
119-220 |
Close |
120-165 |
120-195 |
0-030 |
0.1% |
120-195 |
Range |
0-220 |
0-145 |
-0-075 |
-34.1% |
1-060 |
ATR |
0-164 |
0-162 |
-0-001 |
-0.8% |
0-000 |
Volume |
2,424,965 |
1,801,888 |
-623,077 |
-25.7% |
8,204,361 |
|
Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-318 |
121-242 |
120-275 |
|
R3 |
121-173 |
121-097 |
120-235 |
|
R2 |
121-028 |
121-028 |
120-222 |
|
R1 |
120-272 |
120-272 |
120-208 |
120-310 |
PP |
120-203 |
120-203 |
120-203 |
120-223 |
S1 |
120-127 |
120-127 |
120-182 |
120-165 |
S2 |
120-058 |
120-058 |
120-168 |
|
S3 |
119-233 |
119-302 |
120-155 |
|
S4 |
119-088 |
119-157 |
120-115 |
|
|
Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-305 |
123-150 |
121-084 |
|
R3 |
122-245 |
122-090 |
120-300 |
|
R2 |
121-185 |
121-185 |
120-265 |
|
R1 |
121-030 |
121-030 |
120-230 |
121-108 |
PP |
120-125 |
120-125 |
120-125 |
120-164 |
S1 |
119-290 |
119-290 |
120-160 |
120-048 |
S2 |
119-065 |
119-065 |
120-125 |
|
S3 |
118-005 |
118-230 |
120-091 |
|
S4 |
116-265 |
117-170 |
119-306 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-280 |
119-220 |
1-060 |
1.0% |
0-162 |
0.4% |
78% |
True |
False |
1,640,872 |
10 |
120-280 |
119-220 |
1-060 |
1.0% |
0-143 |
0.4% |
78% |
True |
False |
1,486,067 |
20 |
120-280 |
119-215 |
1-065 |
1.0% |
0-154 |
0.4% |
78% |
True |
False |
1,635,358 |
40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-181 |
0.5% |
45% |
False |
False |
917,942 |
60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-158 |
0.4% |
27% |
False |
False |
613,348 |
80 |
124-150 |
119-140 |
5-010 |
4.2% |
0-122 |
0.3% |
23% |
False |
False |
460,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-256 |
2.618 |
122-020 |
1.618 |
121-195 |
1.000 |
121-105 |
0.618 |
121-050 |
HIGH |
120-280 |
0.618 |
120-225 |
0.500 |
120-208 |
0.382 |
120-190 |
LOW |
120-135 |
0.618 |
120-045 |
1.000 |
119-310 |
1.618 |
119-220 |
2.618 |
119-075 |
4.250 |
118-159 |
|
|
Fisher Pivots for day following 23-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-208 |
120-160 |
PP |
120-203 |
120-125 |
S1 |
120-199 |
120-090 |
|