ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-May-2017

Day Change Summary
	Previous	Current
	12-May-2017	15-May-2017	Change	Change %	Previous Week
Open	124-220	125-085	0-185	0.5%	124-250
High	125-085	125-100	0-015	0.0%	125-085
Low	124-215	125-010	0-115	0.3%	124-120
Close	125-045	125-045	0-000	0.0%	125-045
Range	0-190	0-090	-0-100	-52.6%	0-285
ATR	0-148	0-144	-0-004	-2.8%	0-000
Volume	10,680	22,400	11,720	109.7%	68,025

Daily Pivots for day following 15-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-002	125-273	125-094
R3	125-232	125-183	125-070
R2	125-142	125-142	125-061
R1	125-093	125-093	125-053	125-072
PP	125-052	125-052	125-052	125-041
S1	125-003	125-003	125-037	124-303
S2	124-282	124-282	125-028
S3	124-192	124-233	125-020
S4	124-102	124-143	124-316

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	125-100	124-120	0-300	0.7%	0-120	0.3%	82%	True	False	16,996
10	125-150	124-120	1-030	0.9%	0-125	0.3%	70%	False	False	11,353
20	126-100	124-120	1-300	1.5%	0-141	0.4%	40%	False	False	7,320
40	126-100	123-020	3-080	2.6%	0-146	0.4%	64%	False	False	3,807

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 35 trading days

Fibonacci Retracements and Extensions
4.250	126-162
2.618	126-016
1.618	125-246
1.000	125-190
0.618	125-156
HIGH	125-100
0.618	125-066
0.500	125-055
0.382	125-044
LOW	125-010
0.618	124-274
1.000	124-240
1.618	124-184
2.618	124-094
4.250	123-268

Fisher Pivots for day following 15-May-2017
Pivot	1 day	3 day
R1	125-055	125-013
PP	125-052	124-302
S1	125-048	124-270

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

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