ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	126-125	126-030	-0-095	-0.2%	125-295
High	126-140	126-070	-0-070	-0.2%	126-150
Low	125-290	125-300	0-010	0.0%	125-215
Close	126-025	126-055	0-030	0.1%	126-025
Range	0-170	0-090	-0-080	-47.0%	0-255
ATR	0-138	0-135	-0-003	-2.5%	0-000
Volume	1,266,517	699,883	-566,634	-44.7%	6,196,791

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-305	126-270	126-105
R3	126-215	126-180	126-080
R2	126-125	126-125	126-072
R1	126-090	126-090	126-063	126-108
PP	126-035	126-035	126-035	126-044
S1	126-000	126-000	126-047	126-018
S2	125-265	125-265	126-039
S3	125-175	125-230	126-030
S4	125-085	125-140	126-005

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%	0-136	0.3%	63%	False	False	1,172,737
10	126-150	125-155	0-315	0.8%	0-143	0.4%	70%	False	False	1,251,066
20	126-150	124-280	1-190	1.3%	0-135	0.3%	81%	False	False	1,182,862
40	127-080	124-255	2-145	1.9%	0-138	0.3%	56%	False	False	1,247,193
60	127-080	124-215	2-185	2.0%	0-137	0.3%	58%	False	False	1,107,299
80	127-080	124-120	2-280	2.3%	0-138	0.3%	63%	False	False	831,901
100	127-080	122-260	4-140	3.5%	0-140	0.3%	76%	False	False	665,573

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-133
2.618	126-306
1.618	126-216
1.000	126-160
0.618	126-126
HIGH	126-070
0.618	126-036
0.500	126-025
0.382	126-014
LOW	125-300
0.618	125-244
1.000	125-210
1.618	125-154
2.618	125-064
4.250	124-237

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	126-045	126-060
PP	126-035	126-058
S1	126-025	126-057

Download as Excel Spreadsheet

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

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