ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 18-May-2017

Day Change Summary
	Previous	Current
	17-May-2017	18-May-2017	Change	Change %	Previous Week
Open	125-075	126-035	0-280	0.7%	124-250
High	126-050	126-130	0-080	0.2%	125-085
Low	125-075	125-275	0-200	0.5%	124-120
Close	126-040	125-315	-0-045	-0.1%	125-045
Range	0-295	0-175	-0-120	-40.7%	0-285
ATR	0-155	0-156	0-001	0.9%	0-000
Volume	94,781	107,398	12,617	13.3%	68,025

Daily Pivots for day following 18-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-232	127-128	126-091
R3	127-057	126-273	126-043
R2	126-202	126-202	126-027
R1	126-098	126-098	126-011	126-063
PP	126-027	126-027	126-027	126-009
S1	125-243	125-243	125-299	125-208
S2	125-172	125-172	125-283
S3	124-317	125-068	125-267
S4	124-142	124-213	125-219

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	126-130	124-215	1-235	1.4%	0-178	0.4%	76%	True	False	55,049
10	126-130	124-120	2-010	1.6%	0-148	0.4%	79%	True	False	33,896
20	126-130	124-120	2-010	1.6%	0-144	0.4%	79%	True	False	19,235
40	126-130	123-235	2-215	2.1%	0-150	0.4%	84%	True	False	9,856

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-234
2.618	127-268
1.618	127-093
1.000	126-305
0.618	126-238
HIGH	126-130
0.618	126-063
0.500	126-043
0.382	126-022
LOW	125-275
0.618	125-167
1.000	125-100
1.618	124-312
2.618	124-137
4.250	123-171

Fisher Pivots for day following 18-May-2017
Pivot	1 day	3 day
R1	126-043	125-283
PP	126-027	125-252
S1	126-011	125-220

Download as Excel Spreadsheet

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

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