ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
120-120 |
121-000 |
0-200 |
0.5% |
120-105 |
| High |
121-015 |
121-090 |
0-075 |
0.2% |
120-280 |
| Low |
120-110 |
120-250 |
0-140 |
0.4% |
119-220 |
| Close |
120-290 |
120-290 |
0-000 |
0.0% |
120-195 |
| Range |
0-225 |
0-160 |
-0-065 |
-28.9% |
1-060 |
| ATR |
0-164 |
0-164 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,842,010 |
2,317,510 |
475,500 |
25.8% |
8,204,361 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-157 |
122-063 |
121-058 |
|
| R3 |
121-317 |
121-223 |
121-014 |
|
| R2 |
121-157 |
121-157 |
120-319 |
|
| R1 |
121-063 |
121-063 |
120-305 |
121-030 |
| PP |
120-317 |
120-317 |
120-317 |
120-300 |
| S1 |
120-223 |
120-223 |
120-275 |
120-190 |
| S2 |
120-157 |
120-157 |
120-261 |
|
| S3 |
119-317 |
120-063 |
120-246 |
|
| S4 |
119-157 |
119-223 |
120-202 |
|
|
| 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 |
121-090 |
120-030 |
1-060 |
1.0% |
0-175 |
0.5% |
68% |
True |
False |
1,937,696 |
| 10 |
121-090 |
119-220 |
1-190 |
1.3% |
0-154 |
0.4% |
76% |
True |
False |
1,598,505 |
| 20 |
121-090 |
119-220 |
1-190 |
1.3% |
0-156 |
0.4% |
76% |
True |
False |
1,607,293 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-182 |
0.5% |
56% |
False |
False |
1,053,945 |
| 60 |
123-220 |
119-140 |
4-080 |
3.5% |
0-162 |
0.4% |
35% |
False |
False |
704,314 |
| 80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-128 |
0.3% |
30% |
False |
False |
528,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-130 |
|
2.618 |
122-189 |
|
1.618 |
122-029 |
|
1.000 |
121-250 |
|
0.618 |
121-189 |
|
HIGH |
121-090 |
|
0.618 |
121-029 |
|
0.500 |
121-010 |
|
0.382 |
120-311 |
|
LOW |
120-250 |
|
0.618 |
120-151 |
|
1.000 |
120-090 |
|
1.618 |
119-311 |
|
2.618 |
119-151 |
|
4.250 |
118-210 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-010 |
120-280 |
| PP |
120-317 |
120-270 |
| S1 |
120-303 |
120-260 |
|