ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	126-050	126-085	0-035	0.1%	125-295
High	126-185	126-215	0-030	0.1%	126-150
Low	126-050	126-060	0-010	0.0%	125-215
Close	126-110	126-180	0-070	0.2%	126-025
Range	0-135	0-155	0-020	14.8%	0-255
ATR	0-136	0-137	0-001	1.0%	0-000
Volume	1,351,014	1,303,690	-47,324	-3.5%	6,196,791

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-297	127-233	126-265
R3	127-142	127-078	126-223
R2	126-307	126-307	126-208
R1	126-243	126-243	126-194	126-275
PP	126-152	126-152	126-152	126-168
S1	126-088	126-088	126-166	126-120
S2	125-317	125-317	126-152
S3	125-162	125-253	126-137
S4	125-007	125-098	126-095

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	126-215	125-290	0-245	0.6%	0-131	0.3%	86%	True	False	1,106,954
10	126-215	125-175	1-040	0.9%	0-128	0.3%	90%	True	False	1,169,782
20	126-215	125-105	1-110	1.1%	0-133	0.3%	92%	True	False	1,163,241
40	127-020	124-255	2-085	1.8%	0-136	0.3%	78%	False	False	1,223,956
60	127-080	124-255	2-145	1.9%	0-136	0.3%	72%	False	False	1,165,554
80	127-080	124-120	2-280	2.3%	0-136	0.3%	76%	False	False	876,467
100	127-080	123-050	4-030	3.2%	0-140	0.3%	83%	False	False	701,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	128-234
2.618	127-301
1.618	127-146
1.000	127-050
0.618	126-311
HIGH	126-215
0.618	126-156
0.500	126-138
0.382	126-119
LOW	126-060
0.618	125-284
1.000	125-225
1.618	125-129
2.618	124-294
4.250	124-041

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	126-166	126-151
PP	126-152	126-122
S1	126-138	126-093

Download as Excel Spreadsheet

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

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