ECBOT 10 Year T-Note Future June 2018
Trading Metrics calculated at close of trading on 27-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
120-205 |
120-120 |
-0-085 |
-0.2% |
120-105 |
High |
120-235 |
121-015 |
0-100 |
0.3% |
120-280 |
Low |
120-110 |
120-110 |
0-000 |
0.0% |
119-220 |
Close |
120-150 |
120-290 |
0-140 |
0.4% |
120-195 |
Range |
0-125 |
0-225 |
0-100 |
80.0% |
1-060 |
ATR |
0-160 |
0-164 |
0-005 |
2.9% |
0-000 |
Volume |
1,302,107 |
1,842,010 |
539,903 |
41.5% |
8,204,361 |
|
Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-280 |
122-190 |
121-094 |
|
R3 |
122-055 |
121-285 |
121-032 |
|
R2 |
121-150 |
121-150 |
121-011 |
|
R1 |
121-060 |
121-060 |
120-311 |
121-105 |
PP |
120-245 |
120-245 |
120-245 |
120-268 |
S1 |
120-155 |
120-155 |
120-269 |
120-200 |
S2 |
120-020 |
120-020 |
120-249 |
|
S3 |
119-115 |
119-250 |
120-228 |
|
S4 |
118-210 |
119-025 |
120-166 |
|
|
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 |
121-015 |
119-220 |
1-115 |
1.1% |
0-179 |
0.5% |
90% |
True |
False |
1,777,852 |
10 |
121-015 |
119-220 |
1-115 |
1.1% |
0-152 |
0.4% |
90% |
True |
False |
1,535,957 |
20 |
121-015 |
119-215 |
1-120 |
1.1% |
0-155 |
0.4% |
90% |
True |
False |
1,576,609 |
40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-181 |
0.5% |
56% |
False |
False |
996,162 |
60 |
123-240 |
119-140 |
4-100 |
3.6% |
0-160 |
0.4% |
34% |
False |
False |
665,691 |
80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-126 |
0.3% |
30% |
False |
False |
499,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-011 |
2.618 |
122-284 |
1.618 |
122-059 |
1.000 |
121-240 |
0.618 |
121-154 |
HIGH |
121-015 |
0.618 |
120-249 |
0.500 |
120-223 |
0.382 |
120-196 |
LOW |
120-110 |
0.618 |
119-291 |
1.000 |
119-205 |
1.618 |
119-066 |
2.618 |
118-161 |
4.250 |
117-114 |
|
|
Fisher Pivots for day following 27-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
120-268 |
120-268 |
PP |
120-245 |
120-245 |
S1 |
120-223 |
120-223 |
|