ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	126-215	126-240	0-025	0.1%	126-030
High	126-280	126-255	-0-025	-0.1%	126-280
Low	126-175	126-140	-0-035	-0.1%	125-290
Close	126-260	126-175	-0-085	-0.2%	126-260
Range	0-105	0-115	0-010	9.5%	0-310
ATR	0-135	0-134	-0-001	-0.8%	0-000
Volume	1,478,912	945,523	-533,389	-36.1%	5,747,165

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-215	127-150	126-238
R3	127-100	127-035	126-207
R2	126-305	126-305	126-196
R1	126-240	126-240	126-186	126-215
PP	126-190	126-190	126-190	126-178
S1	126-125	126-125	126-164	126-100
S2	126-075	126-075	126-154
S3	125-280	126-010	126-143
S4	125-165	125-215	126-112

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-140	129-030	127-110
R3	128-150	128-040	127-025
R2	127-160	127-160	126-317
R1	127-050	127-050	126-288	127-105
PP	126-170	126-170	126-170	126-198
S1	126-060	126-060	126-232	126-115
S2	125-180	125-180	126-203
S3	124-190	125-070	126-175
S4	123-200	124-080	126-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-280	125-290	0-310	0.8%	0-123	0.3%	66%	False	False	1,198,561
10	126-280	125-215	1-065	1.0%	0-129	0.3%	73%	False	False	1,185,649
20	126-280	125-155	1-125	1.1%	0-129	0.3%	76%	False	False	1,165,276
40	126-290	124-255	2-035	1.7%	0-134	0.3%	83%	False	False	1,227,278
60	127-080	124-255	2-145	1.9%	0-132	0.3%	71%	False	False	1,202,592
80	127-080	124-120	2-280	2.3%	0-135	0.3%	76%	False	False	906,753
100	127-080	123-235	3-165	2.8%	0-139	0.3%	80%	False	False	725,497

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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-104
2.618	127-236
1.618	127-121
1.000	127-050
0.618	127-006
HIGH	126-255
0.618	126-211
0.500	126-198
0.382	126-184
LOW	126-140
0.618	126-069
1.000	126-025
1.618	125-274
2.618	125-159
4.250	124-291

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	126-198	126-173
PP	126-190	126-172
S1	126-183	126-170

Download as Excel Spreadsheet

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

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