ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	126-030	126-055	0-025	0.1%	125-295
High	126-070	126-075	0-005	0.0%	126-150
Low	125-300	125-290	-0-010	0.0%	125-215
Close	126-055	126-005	-0-050	-0.1%	126-025
Range	0-090	0-105	0-015	16.6%	0-255
ATR	0-135	0-133	-0-002	-1.6%	0-000
Volume	699,883	913,666	213,783	30.5%	6,196,791

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-012	126-273	126-063
R3	126-227	126-168	126-034
R2	126-122	126-122	126-024
R1	126-063	126-063	126-015	126-040
PP	126-017	126-017	126-017	126-005
S1	125-278	125-278	125-315	125-255
S2	125-232	125-232	125-306
S3	125-127	125-173	125-296
S4	125-022	125-068	125-267

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	125-290	0-180	0.4%	0-120	0.3%	19%	False	True	1,061,193
10	126-150	125-155	0-315	0.8%	0-130	0.3%	54%	False	False	1,195,557
20	126-150	125-045	1-105	1.1%	0-135	0.3%	66%	False	False	1,174,644
40	127-080	124-255	2-145	1.9%	0-138	0.3%	50%	False	False	1,243,211
60	127-080	124-255	2-145	1.9%	0-135	0.3%	50%	False	False	1,122,349
80	127-080	124-120	2-280	2.3%	0-138	0.3%	57%	False	False	843,318
100	127-080	122-300	4-100	3.4%	0-140	0.3%	71%	False	False	674,708

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-201
2.618	127-030
1.618	126-245
1.000	126-180
0.618	126-140
HIGH	126-075
0.618	126-035
0.500	126-023
0.382	126-010
LOW	125-290
0.618	125-225
1.000	125-185
1.618	125-120
2.618	125-015
4.250	124-164

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	126-023	126-055
PP	126-017	126-038
S1	126-011	126-022

Download as Excel Spreadsheet

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

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