ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	126-255	126-230	-0-025	-0.1%	126-240
High	127-015	126-290	-0-045	-0.1%	127-015
Low	126-180	126-190	0-010	0.0%	126-000
Close	126-240	126-270	0-030	0.1%	126-240
Range	0-155	0-100	-0-055	-35.5%	1-015
ATR	0-143	0-140	-0-003	-2.1%	0-000
Volume	1,344,325	857,262	-487,063	-36.2%	6,240,067

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-230	127-190	127-005
R3	127-130	127-090	126-298
R2	127-030	127-030	126-288
R1	126-310	126-310	126-279	127-010
PP	126-250	126-250	126-250	126-260
S1	126-210	126-210	126-261	126-230
S2	126-150	126-150	126-252
S3	126-050	126-110	126-243
S4	125-270	126-010	126-215

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-237	129-093	127-104
R3	128-222	128-078	127-012
R2	127-207	127-207	126-301
R1	127-063	127-063	126-271	127-088
PP	126-192	126-192	126-192	126-204
S1	126-048	126-048	126-209	126-072
S2	125-177	125-177	126-179
S3	124-162	125-033	126-148
S4	123-147	124-018	126-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-015	126-000	1-015	0.8%	0-155	0.4%	81%	False	False	1,230,361
10	127-015	125-290	1-045	0.9%	0-139	0.3%	82%	False	False	1,214,461
20	127-015	125-155	1-180	1.2%	0-141	0.3%	87%	False	False	1,232,763
40	127-015	124-255	2-080	1.8%	0-141	0.3%	91%	False	False	1,262,828
60	127-080	124-255	2-145	1.9%	0-136	0.3%	83%	False	False	1,244,884
80	127-080	124-120	2-280	2.3%	0-136	0.3%	86%	False	False	983,354
100	127-080	123-245	3-155	2.7%	0-141	0.3%	88%	False	False	787,014
120	127-080	122-020	5-060	4.1%	0-130	0.3%	92%	False	False	655,851

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-031
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	128-075
2.618	127-232
1.618	127-132
1.000	127-070
0.618	127-032
HIGH	126-290
0.618	126-252
0.500	126-240
0.382	126-228
LOW	126-190
0.618	126-128
1.000	126-090
1.618	126-028
2.618	125-248
4.250	125-085

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	126-260	126-254
PP	126-250	126-238
S1	126-240	126-223

Download as Excel Spreadsheet

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

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