ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 20-Sep-2017

Day Change Summary
	Previous	Current
	19-Sep-2017	20-Sep-2017	Change	Change %	Previous Week
Open	126-145	126-100	-0-045	-0.1%	127-165
High	126-160	126-140	-0-020	0.0%	127-175
Low	126-080	126-095	0-015	0.0%	126-150
Close	126-090	126-110	0-020	0.0%	126-190
Range	0-080	0-045	-0-035	-43.8%	1-025
ATR	0-131	0-126	-0-006	-4.4%	0-000
Volume	20,428	9,392	-11,036	-54.0%	67,872

Daily Pivots for day following 20-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-250	126-225	126-135
R3	126-205	126-180	126-122
R2	126-160	126-160	126-118
R1	126-135	126-135	126-114	126-148
PP	126-115	126-115	126-115	126-121
S1	126-090	126-090	126-106	126-103
S2	126-070	126-070	126-102
S3	126-025	126-045	126-098
S4	125-300	126-000	126-085

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	130-033	129-137	127-060
R3	129-008	128-112	126-285
R2	127-303	127-303	126-253
R1	127-087	127-087	126-222	127-023
PP	126-278	126-278	126-278	126-246
S1	126-062	126-062	126-158	125-318
S2	125-253	125-253	126-127
S3	124-228	125-037	126-095
S4	123-203	124-012	126-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-265	126-080	0-185	0.5%	0-081	0.2%	16%	False	False	10,926
10	128-035	126-080	1-275	1.5%	0-112	0.3%	5%	False	False	14,952
20	128-035	126-080	1-275	1.5%	0-123	0.3%	5%	False	False	568,164
40	128-035	125-155	2-200	2.1%	0-129	0.3%	33%	False	False	888,267
60	128-035	124-255	3-100	2.6%	0-135	0.3%	47%	False	False	1,033,595
80	128-035	124-255	3-100	2.6%	0-133	0.3%	47%	False	False	1,070,810
100	128-035	124-120	3-235	3.0%	0-133	0.3%	53%	False	False	910,082
120	128-035	123-250	4-105	3.4%	0-138	0.3%	59%	False	False	758,713

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	127-011
2.618	126-258
1.618	126-213
1.000	126-185
0.618	126-168
HIGH	126-140
0.618	126-123
0.500	126-118
0.382	126-112
LOW	126-095
0.618	126-067
1.000	126-050
1.618	126-022
2.618	125-297
4.250	125-224

Fisher Pivots for day following 20-Sep-2017
Pivot	1 day	3 day
R1	126-118	126-130
PP	126-115	126-123
S1	126-113	126-117

Download as Excel Spreadsheet

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

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