ECBOT 10 Year T-Note Future September 2017

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

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	126-015	126-125	0-110	0.3%	125-295
High	126-150	126-140	-0-010	0.0%	126-150
Low	126-010	125-290	-0-040	-0.1%	125-215
Close	126-115	126-025	-0-090	-0.2%	126-025
Range	0-140	0-170	0-030	21.4%	0-255
ATR	0-136	0-138	0-002	1.8%	0-000
Volume	1,088,192	1,266,517	178,325	16.4%	6,196,791

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-235	127-140	126-118
R3	127-065	126-290	126-072
R2	126-215	126-215	126-056
R1	126-120	126-120	126-041	126-082
PP	126-045	126-045	126-045	126-026
S1	125-270	125-270	126-009	125-233
S2	125-195	125-195	125-314
S3	125-025	125-100	125-298
S4	124-175	124-250	125-252

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-148	128-022	126-165
R3	127-213	127-087	126-095
R2	126-278	126-278	126-072
R1	126-152	126-152	126-048	126-215
PP	126-023	126-023	126-023	126-055
S1	125-217	125-217	126-002	125-280
S2	125-088	125-088	125-298
S3	124-153	124-282	125-275
S4	123-218	124-027	125-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-150	125-215	0-255	0.6%	0-132	0.3%	51%	False	False	1,239,358
10	126-150	125-155	0-315	0.8%	0-143	0.4%	60%	False	False	1,239,184
20	126-150	124-275	1-195	1.3%	0-135	0.3%	76%	False	False	1,192,196
40	127-080	124-255	2-145	1.9%	0-140	0.3%	52%	False	False	1,256,944
60	127-080	124-120	2-280	2.3%	0-137	0.3%	59%	False	False	1,095,965
80	127-080	124-120	2-280	2.3%	0-140	0.3%	59%	False	False	823,172
100	127-080	122-220	4-180	3.6%	0-141	0.3%	74%	False	False	658,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-222
2.618	127-265
1.618	127-095
1.000	126-310
0.618	126-245
HIGH	126-140
0.618	126-075
0.500	126-055
0.382	126-035
LOW	125-290
0.618	125-185
1.000	125-120
1.618	125-015
2.618	124-165
4.250	123-208

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	126-055	126-060
PP	126-045	126-048
S1	126-035	126-037

Download as Excel Spreadsheet

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

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