ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 22-Aug-2017

Day Change Summary
	Previous	Current
	21-Aug-2017	22-Aug-2017	Change	Change %	Previous Week
Open	126-230	126-275	0-045	0.1%	126-240
High	126-290	126-280	-0-010	0.0%	127-015
Low	126-190	126-170	-0-020	0.0%	126-000
Close	126-270	126-180	-0-090	-0.2%	126-240
Range	0-100	0-110	0-010	10.0%	1-015
ATR	0-140	0-138	-0-002	-1.5%	0-000
Volume	857,262	980,893	123,631	14.4%	6,240,067

Daily Pivots for day following 22-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-220	127-150	126-240
R3	127-110	127-040	126-210
R2	127-000	127-000	126-200
R1	126-250	126-250	126-190	126-230
PP	126-210	126-210	126-210	126-200
S1	126-140	126-140	126-170	126-120
S2	126-100	126-100	126-160
S3	125-310	126-030	126-150
S4	125-200	125-240	126-120

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%	0-142	0.4%	54%	False	False	1,185,168
10	127-015	126-000	1-015	0.8%	0-139	0.3%	54%	False	False	1,221,183
20	127-015	125-155	1-180	1.2%	0-135	0.3%	69%	False	False	1,208,370
40	127-015	124-255	2-080	1.8%	0-141	0.3%	78%	False	False	1,266,311
60	127-080	124-255	2-145	1.9%	0-136	0.3%	72%	False	False	1,238,359
80	127-080	124-120	2-280	2.3%	0-135	0.3%	76%	False	False	995,562
100	127-080	123-250	3-150	2.7%	0-141	0.3%	80%	False	False	796,823
120	127-080	122-020	5-060	4.1%	0-131	0.3%	87%	False	False	664,025

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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-107
2.618	127-248
1.618	127-138
1.000	127-070
0.618	127-028
HIGH	126-280
0.618	126-238
0.500	126-225
0.382	126-212
LOW	126-170
0.618	126-102
1.000	126-060
1.618	125-312
2.618	125-202
4.250	125-023

Fisher Pivots for day following 22-Aug-2017
Pivot	1 day	3 day
R1	126-225	126-253
PP	126-210	126-228
S1	126-195	126-204

Download as Excel Spreadsheet

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

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