ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 04-Apr-2017

Day Change Summary
	Previous	Current
	03-Apr-2017	04-Apr-2017	Change	Change %	Previous Week
Open	124-015	124-250	0-235	0.6%	124-000
High	124-255	124-305	0-050	0.1%	124-120
Low	124-010	124-165	0-155	0.4%	123-235
Close	124-190	124-205	0-015	0.0%	124-015
Range	0-245	0-140	-0-105	-42.9%	0-205
ATR	0-118	0-120	0-002	1.3%	0-000
Volume	512	672	160	31.3%	116

Daily Pivots for day following 04-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-005	125-245	124-282
R3	125-185	125-105	124-243
R2	125-045	125-045	124-231
R1	124-285	124-285	124-218	124-255
PP	124-225	124-225	124-225	124-210
S1	124-145	124-145	124-192	124-115
S2	124-085	124-085	124-179
S3	123-265	124-005	124-166
S4	123-125	123-185	124-128

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-312	125-208	124-128
R3	125-107	125-003	124-071
R2	124-222	124-222	124-053
R1	124-118	124-118	124-034	124-170
PP	124-017	124-017	124-017	124-043
S1	123-233	123-233	123-316	123-285
S2	123-132	123-132	123-297
S3	122-247	123-028	123-279
S4	122-042	122-143	123-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-305	123-235	1-070	1.0%	0-145	0.4%	74%	True	False	246
10	124-305	123-235	1-070	1.0%	0-126	0.3%	74%	True	False	134
20	124-305	122-020	2-285	2.3%	0-104	0.3%	89%	True	False	94

Crabel Price Patterns
NR	True
NR4	False
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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-260
2.618	126-032
1.618	125-212
1.000	125-125
0.618	125-072
HIGH	124-305
0.618	124-252
0.500	124-235
0.382	124-218
LOW	124-165
0.618	124-078
1.000	124-025
1.618	123-258
2.618	123-118
4.250	122-210

Fisher Pivots for day following 04-Apr-2017
Pivot	1 day	3 day
R1	124-235	124-176
PP	124-225	124-147
S1	124-215	124-118

Download as Excel Spreadsheet

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

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