ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	126-275	126-180	-0-095	-0.2%	126-240
High	126-280	126-305	0-025	0.1%	127-015
Low	126-170	126-160	-0-010	0.0%	126-000
Close	126-180	126-295	0-115	0.3%	126-240
Range	0-110	0-145	0-035	31.8%	1-015
ATR	0-138	0-138	0-001	0.4%	0-000
Volume	980,893	1,206,815	225,922	23.0%	6,240,067

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-048	127-317	127-055
R3	127-223	127-172	127-015
R2	127-078	127-078	127-002
R1	127-027	127-027	126-308	127-052
PP	126-253	126-253	126-253	126-266
S1	126-202	126-202	126-282	126-228
S2	126-108	126-108	126-268
S3	125-283	126-057	126-255
S4	125-138	125-232	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	126-110	0-225	0.6%	0-134	0.3%	82%	False	False	1,155,679
10	127-015	126-000	1-015	0.8%	0-140	0.3%	88%	False	False	1,206,763
20	127-015	125-175	1-160	1.2%	0-133	0.3%	92%	False	False	1,199,506
40	127-015	124-255	2-080	1.8%	0-139	0.3%	94%	False	False	1,255,827
60	127-080	124-255	2-145	1.9%	0-136	0.3%	87%	False	False	1,232,733
80	127-080	124-120	2-280	2.3%	0-135	0.3%	89%	False	False	1,010,634
100	127-080	124-010	3-070	2.5%	0-142	0.3%	90%	False	False	808,891
120	127-080	122-020	5-060	4.1%	0-132	0.3%	94%	False	False	674,082

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-281
2.618	128-045
1.618	127-220
1.000	127-130
0.618	127-075
HIGH	126-305
0.618	126-250
0.500	126-232
0.382	126-215
LOW	126-160
0.618	126-070
1.000	126-015
1.618	125-245
2.618	125-100
4.250	124-184

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	126-274	126-274
PP	126-253	126-253
S1	126-232	126-232

Download as Excel Spreadsheet

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

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