ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 30-Aug-2017

Day Change Summary
	Previous	Current
	29-Aug-2017	30-Aug-2017	Change	Change %	Previous Week
Open	127-010	127-065	0-055	0.1%	126-230
High	127-190	127-075	-0-115	-0.3%	126-305
Low	127-010	126-315	-0-015	0.0%	126-160
Close	127-060	127-025	-0-035	-0.1%	126-280
Range	0-180	0-080	-0-100	-55.6%	0-145
ATR	0-132	0-128	-0-004	-2.8%	0-000
Volume	2,641,883	1,221,758	-1,420,125	-53.8%	6,746,046

Daily Pivots for day following 30-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-272	127-228	127-069
R3	127-192	127-148	127-047
R2	127-112	127-112	127-040
R1	127-068	127-068	127-032	127-050
PP	127-032	127-032	127-032	127-023
S1	126-308	126-308	127-018	126-290
S2	126-272	126-272	127-010
S3	126-192	126-228	127-003
S4	126-112	126-148	126-301

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-043	127-307	127-040
R3	127-218	127-162	127-000
R2	127-073	127-073	126-307
R1	127-017	127-017	126-293	127-045
PP	126-248	126-248	126-248	126-262
S1	126-192	126-192	126-267	126-220
S2	126-103	126-103	126-253
S3	125-278	126-047	126-240
S4	125-133	125-222	126-200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-190	126-200	0-310	0.8%	0-104	0.3%	47%	False	False	1,903,433
10	127-190	126-110	1-080	1.0%	0-119	0.3%	59%	False	False	1,529,556
20	127-190	125-290	1-220	1.3%	0-128	0.3%	69%	False	False	1,345,203
40	127-190	124-255	2-255	2.2%	0-131	0.3%	82%	False	False	1,286,750
60	127-190	124-255	2-255	2.2%	0-134	0.3%	82%	False	False	1,287,207
80	127-190	124-120	3-070	2.5%	0-134	0.3%	84%	False	False	1,129,241
100	127-190	124-090	3-100	2.6%	0-137	0.3%	84%	False	False	904,039
120	127-190	122-020	5-170	4.4%	0-137	0.3%	91%	False	False	753,391

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-095
2.618	127-284
1.618	127-204
1.000	127-155
0.618	127-124
HIGH	127-075
0.618	127-044
0.500	127-035
0.382	127-026
LOW	126-315
0.618	126-266
1.000	126-235
1.618	126-186
2.618	126-106
4.250	125-295

Fisher Pivots for day following 30-Aug-2017
Pivot	1 day	3 day
R1	127-035	127-063
PP	127-032	127-050
S1	127-028	127-037

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

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