ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	126-255	126-260	0-005	0.0%	127-165
High	126-260	126-265	0-005	0.0%	127-175
Low	126-150	126-165	0-015	0.0%	126-150
Close	126-220	126-190	-0-030	-0.1%	126-190
Range	0-110	0-100	-0-010	-9.1%	1-025
ATR	0-143	0-140	-0-003	-2.1%	0-000
Volume	10,961	9,070	-1,891	-17.3%	67,872

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-187	127-128	126-245
R3	127-087	127-028	126-218
R2	126-307	126-307	126-208
R1	126-248	126-248	126-199	126-228
PP	126-207	126-207	126-207	126-196
S1	126-148	126-148	126-181	126-128
S2	126-107	126-107	126-172
S3	126-007	126-048	126-163
S4	125-227	125-268	126-135

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	130-033	129-137	127-060
R3	129-008	128-112	126-285
R2	127-303	127-303	126-253
R1	127-087	127-087	126-222	127-023
PP	126-278	126-278	126-278	126-246
S1	126-062	126-062	126-158	125-318
S2	125-253	125-253	126-127
S3	124-228	125-037	126-095
S4	123-203	124-012	126-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-175	126-150	1-025	0.9%	0-118	0.3%	12%	False	False	13,574
10	128-035	126-150	1-205	1.3%	0-150	0.4%	8%	False	False	35,265
20	128-035	126-150	1-205	1.3%	0-131	0.3%	8%	False	False	725,558
40	128-035	125-155	2-200	2.1%	0-135	0.3%	42%	False	False	957,589
60	128-035	124-255	3-100	2.6%	0-136	0.3%	54%	False	False	1,073,692
80	128-035	124-255	3-100	2.6%	0-134	0.3%	54%	False	False	1,120,347
100	128-035	124-120	3-235	2.9%	0-134	0.3%	59%	False	False	909,849
120	128-035	123-235	4-120	3.5%	0-140	0.3%	65%	False	False	758,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-027
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	128-050
2.618	127-207
1.618	127-107
1.000	127-045
0.618	127-007
HIGH	126-265
0.618	126-227
0.500	126-215
0.382	126-203
LOW	126-165
0.618	126-103
1.000	126-065
1.618	126-003
2.618	125-223
4.250	125-060

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	126-215	126-240
PP	126-207	126-223
S1	126-198	126-207

Download as Excel Spreadsheet

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

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