ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-175 |
120-205 |
0-030 |
0.1% |
120-105 |
| High |
120-280 |
120-235 |
-0-045 |
-0.1% |
120-280 |
| Low |
120-135 |
120-110 |
-0-025 |
-0.1% |
119-220 |
| Close |
120-195 |
120-150 |
-0-045 |
-0.1% |
120-195 |
| Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
1-060 |
| ATR |
0-162 |
0-160 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,801,888 |
1,302,107 |
-499,781 |
-27.7% |
8,204,361 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-220 |
121-150 |
120-219 |
|
| R3 |
121-095 |
121-025 |
120-184 |
|
| R2 |
120-290 |
120-290 |
120-173 |
|
| R1 |
120-220 |
120-220 |
120-161 |
120-193 |
| PP |
120-165 |
120-165 |
120-165 |
120-151 |
| S1 |
120-095 |
120-095 |
120-139 |
120-068 |
| S2 |
120-040 |
120-040 |
120-127 |
|
| S3 |
119-235 |
119-290 |
120-116 |
|
| S4 |
119-110 |
119-165 |
120-081 |
|
|
| 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% |
0-160 |
0.4% |
66% |
False |
False |
1,625,828 |
| 10 |
120-280 |
119-220 |
1-060 |
1.0% |
0-144 |
0.4% |
66% |
False |
False |
1,519,402 |
| 20 |
120-280 |
119-215 |
1-065 |
1.0% |
0-154 |
0.4% |
66% |
False |
False |
1,582,719 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-180 |
0.5% |
39% |
False |
False |
950,276 |
| 60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-157 |
0.4% |
24% |
False |
False |
635,043 |
| 80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-123 |
0.3% |
21% |
False |
False |
476,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-126 |
|
2.618 |
121-242 |
|
1.618 |
121-117 |
|
1.000 |
121-040 |
|
0.618 |
120-312 |
|
HIGH |
120-235 |
|
0.618 |
120-187 |
|
0.500 |
120-173 |
|
0.382 |
120-158 |
|
LOW |
120-110 |
|
0.618 |
120-033 |
|
1.000 |
119-305 |
|
1.618 |
119-228 |
|
2.618 |
119-103 |
|
4.250 |
118-219 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
120-173 |
120-155 |
| PP |
120-165 |
120-153 |
| S1 |
120-158 |
120-152 |
|