ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 17-May-2017

Day Change Summary
	Previous	Current
	16-May-2017	17-May-2017	Change	Change %	Previous Week
Open	125-035	125-075	0-040	0.1%	124-250
High	125-130	126-050	0-240	0.6%	125-085
Low	124-310	125-075	0-085	0.2%	124-120
Close	125-070	126-040	0-290	0.7%	125-045
Range	0-140	0-295	0-155	110.7%	0-285
ATR	0-144	0-155	0-011	7.8%	0-000
Volume	39,987	94,781	54,794	137.0%	68,025

Daily Pivots for day following 17-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-193	128-092	126-202
R3	127-218	127-117	126-121
R2	126-243	126-243	126-094
R1	126-142	126-142	126-067	126-193
PP	125-268	125-268	125-268	125-294
S1	125-167	125-167	126-013	125-218
S2	124-293	124-293	125-306
S3	123-318	124-192	125-279
S4	123-023	123-217	125-198

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-192	127-083	125-202
R3	126-227	126-118	125-123
R2	125-262	125-262	125-097
R1	125-153	125-153	125-071	125-207
PP	124-297	124-297	124-297	125-004
S1	124-188	124-188	125-019	124-242
S2	124-012	124-012	124-313
S3	123-047	123-223	124-287
S4	122-082	122-258	124-208

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-050	124-120	1-250	1.4%	0-163	0.4%	98%	True	False	37,539
10	126-050	124-120	1-250	1.4%	0-143	0.4%	98%	True	False	23,701
20	126-050	124-120	1-250	1.4%	0-142	0.4%	98%	True	False	13,929
40	126-100	123-235	2-185	2.0%	0-148	0.4%	93%	False	False	7,172

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	130-024
2.618	128-182
1.618	127-207
1.000	127-025
0.618	126-232
HIGH	126-050
0.618	125-257
0.500	125-223
0.382	125-188
LOW	125-075
0.618	124-213
1.000	124-100
1.618	123-238
2.618	122-263
4.250	121-101

Fisher Pivots for day following 17-May-2017
Pivot	1 day	3 day
R1	125-314	125-300
PP	125-268	125-240
S1	125-223	125-180

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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