ECBOT 10 Year T-Note Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
121-000 |
120-260 |
-0-060 |
-0.2% |
120-105 |
| High |
121-090 |
121-060 |
-0-030 |
-0.1% |
120-280 |
| Low |
120-250 |
120-255 |
0-005 |
0.0% |
119-220 |
| Close |
120-290 |
121-045 |
0-075 |
0.2% |
120-195 |
| Range |
0-160 |
0-125 |
-0-035 |
-21.9% |
1-060 |
| ATR |
0-164 |
0-161 |
-0-003 |
-1.7% |
0-000 |
| Volume |
2,317,510 |
1,199,682 |
-1,117,828 |
-48.2% |
8,204,361 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-068 |
122-022 |
121-114 |
|
| R3 |
121-263 |
121-217 |
121-079 |
|
| R2 |
121-138 |
121-138 |
121-068 |
|
| R1 |
121-092 |
121-092 |
121-056 |
121-115 |
| PP |
121-013 |
121-013 |
121-013 |
121-025 |
| S1 |
120-287 |
120-287 |
121-034 |
120-310 |
| S2 |
120-208 |
120-208 |
121-022 |
|
| S3 |
120-083 |
120-162 |
121-011 |
|
| S4 |
119-278 |
120-037 |
120-296 |
|
|
| 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 |
120-110 |
0-300 |
0.8% |
0-156 |
0.4% |
85% |
False |
False |
1,692,639 |
| 10 |
121-090 |
119-220 |
1-190 |
1.3% |
0-156 |
0.4% |
91% |
False |
False |
1,586,740 |
| 20 |
121-090 |
119-220 |
1-190 |
1.3% |
0-151 |
0.4% |
91% |
False |
False |
1,537,166 |
| 40 |
122-020 |
119-140 |
2-200 |
2.2% |
0-181 |
0.5% |
65% |
False |
False |
1,083,656 |
| 60 |
123-185 |
119-140 |
4-045 |
3.4% |
0-161 |
0.4% |
41% |
False |
False |
724,287 |
| 80 |
124-110 |
119-140 |
4-290 |
4.1% |
0-130 |
0.3% |
35% |
False |
False |
543,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-271 |
|
2.618 |
122-067 |
|
1.618 |
121-262 |
|
1.000 |
121-185 |
|
0.618 |
121-137 |
|
HIGH |
121-060 |
|
0.618 |
121-012 |
|
0.500 |
120-318 |
|
0.382 |
120-303 |
|
LOW |
120-255 |
|
0.618 |
120-178 |
|
1.000 |
120-130 |
|
1.618 |
120-053 |
|
2.618 |
119-248 |
|
4.250 |
119-044 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
121-029 |
121-010 |
| PP |
121-013 |
120-295 |
| S1 |
120-318 |
120-260 |
|