ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	126-070	126-160	0-090	0.2%	126-135
High	126-170	126-240	0-070	0.2%	126-240
Low	126-010	126-085	0-075	0.2%	125-215
Close	126-135	126-145	0-010	0.0%	126-145
Range	0-160	0-155	-0-005	-3.1%	1-025
ATR	0-136	0-138	0-001	1.0%	0-000
Volume	57,610	67,693	10,083	17.5%	227,088

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-302	127-218	126-230
R3	127-147	127-063	126-188
R2	126-312	126-312	126-173
R1	126-228	126-228	126-159	126-192
PP	126-157	126-157	126-157	126-139
S1	126-073	126-073	126-131	126-037
S2	126-002	126-002	126-117
S3	125-167	125-238	126-102
S4	125-012	125-083	126-060

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-168	129-022	127-015
R3	128-143	127-317	126-240
R2	127-118	127-118	126-208
R1	126-292	126-292	126-177	127-045
PP	126-093	126-093	126-093	126-130
S1	125-267	125-267	126-113	126-020
S2	125-068	125-068	126-082
S3	124-043	124-242	126-050
S4	123-018	123-217	125-275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-240	125-215	1-025	0.9%	0-153	0.4%	72%	True	False	45,417
10	126-240	125-175	1-065	1.0%	0-134	0.3%	75%	True	False	29,742
20	126-240	125-045	1-195	1.3%	0-137	0.3%	82%	True	False	17,426
40	126-240	124-140	2-100	1.8%	0-128	0.3%	87%	True	False	9,473

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-259
2.618	128-006
1.618	127-171
1.000	127-075
0.618	127-016
HIGH	126-240
0.618	126-181
0.500	126-162
0.382	126-144
LOW	126-085
0.618	125-309
1.000	125-250
1.618	125-154
2.618	124-319
4.250	124-066

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	126-162	126-119
PP	126-157	126-093
S1	126-151	126-068

Download as Excel Spreadsheet

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

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