ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	125-245	126-020	0-095	0.2%	125-200
High	126-040	126-030	-0-010	0.0%	126-040
Low	125-235	125-185	-0-050	-0.1%	125-105
Close	126-010	125-240	-0-090	-0.2%	125-240
Range	0-125	0-165	0-040	32.0%	0-255
ATR	0-126	0-129	0-003	2.2%	0-000
Volume	13,060	10,281	-2,779	-21.3%	35,156

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-113	127-022	126-011
R3	126-268	126-177	125-285
R2	126-103	126-103	125-270
R1	126-012	126-012	125-255	125-295
PP	125-258	125-258	125-258	125-240
S1	125-167	125-167	125-225	125-130
S2	125-093	125-093	125-210
S3	124-248	125-002	125-195
S4	124-083	124-157	125-149

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-040	127-235	126-060
R3	127-105	126-300	125-310
R2	126-170	126-170	125-287
R1	126-045	126-045	125-263	126-108
PP	125-235	125-235	125-235	125-266
S1	125-110	125-110	125-217	125-172
S2	124-300	124-300	125-193
S3	124-045	124-175	125-170
S4	123-110	123-240	125-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-040	125-105	0-255	0.6%	0-126	0.3%	53%	False	False	7,031
10	126-040	125-045	0-315	0.8%	0-140	0.3%	62%	False	False	5,110
20	126-040	124-165	1-195	1.3%	0-127	0.3%	77%	False	False	3,597
40	126-245	124-140	2-105	1.9%	0-114	0.3%	56%	False	False	2,088

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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-091
2.618	127-142
1.618	126-297
1.000	126-195
0.618	126-132
HIGH	126-030
0.618	125-287
0.500	125-268
0.382	125-248
LOW	125-185
0.618	125-083
1.000	125-020
1.618	124-238
2.618	124-073
4.250	123-124

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	125-268	125-272
PP	125-258	125-262
S1	125-249	125-251

Download as Excel Spreadsheet

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

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