ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 16-May-2017

Day Change Summary
	Previous	Current
	15-May-2017	16-May-2017	Change	Change %	Previous Week
Open	125-085	125-035	-0-050	-0.1%	124-250
High	125-100	125-130	0-030	0.1%	125-085
Low	125-010	124-310	-0-020	0.0%	124-120
Close	125-045	125-070	0-025	0.1%	125-045
Range	0-090	0-140	0-050	55.6%	0-285
ATR	0-144	0-144	0-000	-0.2%	0-000
Volume	22,400	39,987	17,587	78.5%	68,025

Daily Pivots for day following 16-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-163	126-097	125-147
R3	126-023	125-277	125-109
R2	125-203	125-203	125-096
R1	125-137	125-137	125-083	125-170
PP	125-063	125-063	125-063	125-080
S1	124-317	124-317	125-057	125-030
S2	124-243	124-243	125-044
S3	124-103	124-177	125-032
S4	123-283	124-037	124-313

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	125-130	124-120	1-010	0.8%	0-128	0.3%	82%	True	False	20,284
10	125-150	124-120	1-030	0.9%	0-125	0.3%	77%	False	False	14,705
20	126-080	124-120	1-280	1.5%	0-135	0.3%	45%	False	False	9,206
40	126-100	123-050	3-050	2.5%	0-146	0.4%	65%	False	False	4,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-085
2.618	126-177
1.618	126-037
1.000	125-270
0.618	125-217
HIGH	125-130
0.618	125-077
0.500	125-060
0.382	125-043
LOW	124-310
0.618	124-223
1.000	124-170
1.618	124-083
2.618	123-263
4.250	123-035

Fisher Pivots for day following 16-May-2017
Pivot	1 day	3 day
R1	125-067	125-051
PP	125-063	125-032
S1	125-060	125-013

Download as Excel Spreadsheet

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

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