ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	125-075	125-070	-0-005	0.0%	125-240
High	125-125	125-130	0-005	0.0%	126-045
Low	124-300	125-015	0-035	0.1%	125-020
Close	125-080	125-105	0-025	0.1%	125-100
Range	0-145	0-115	-0-030	-20.7%	1-025
ATR	0-141	0-140	-0-002	-1.3%	0-000
Volume	1,322,271	954,985	-367,286	-27.8%	7,841,565

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-108	126-062	125-168
R3	125-313	125-267	125-137
R2	125-198	125-198	125-126
R1	125-152	125-152	125-116	125-175
PP	125-083	125-083	125-083	125-095
S1	125-037	125-037	125-094	125-060
S2	124-288	124-288	125-084
S3	124-173	124-242	125-073
S4	124-058	124-127	125-042

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-237	128-033	125-290
R3	127-212	127-008	125-195
R2	126-187	126-187	125-163
R1	125-303	125-303	125-132	125-232
PP	125-162	125-162	125-162	125-126
S1	124-278	124-278	125-068	124-208
S2	124-137	124-137	125-037
S3	123-112	123-253	125-005
S4	122-087	122-228	124-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-305	124-300	1-005	0.8%	0-152	0.4%	38%	False	False	1,554,445
10	126-055	124-300	1-075	1.0%	0-142	0.4%	32%	False	False	1,418,594
20	127-285	124-300	2-305	2.4%	0-138	0.3%	13%	False	False	1,314,796
40	127-285	124-300	2-305	2.4%	0-136	0.3%	13%	False	False	967,677
60	127-285	124-165	3-120	2.7%	0-133	0.3%	24%	False	False	646,422
80	127-285	124-140	3-145	2.8%	0-125	0.3%	26%	False	False	484,983

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-299
2.618	126-111
1.618	125-316
1.000	125-245
0.618	125-201
HIGH	125-130
0.618	125-086
0.500	125-073
0.382	125-059
LOW	125-015
0.618	124-264
1.000	124-220
1.618	124-149
2.618	124-034
4.250	123-166

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	125-094	125-100
PP	125-083	125-095
S1	125-073	125-090

Download as Excel Spreadsheet

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

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