ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	125-265	125-265	0-000	0.0%	125-200
High	125-280	126-075	0-115	0.3%	126-040
Low	125-175	125-265	0-090	0.2%	125-105
Close	125-215	126-005	0-110	0.3%	125-240
Range	0-105	0-130	0-025	23.8%	0-255
ATR	0-124	0-128	0-004	3.3%	0-000
Volume	6,657	11,431	4,774	71.7%	35,156

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-078	127-012	126-077
R3	126-268	126-202	126-041
R2	126-138	126-138	126-029
R1	126-072	126-072	126-017	126-105
PP	126-008	126-008	126-008	126-025
S1	125-262	125-262	125-313	125-295
S2	125-198	125-198	125-301
S3	125-068	125-132	125-289
S4	124-258	125-002	125-253

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	126-075	125-175	0-220	0.5%	0-121	0.3%	68%	True	False	9,893
10	126-075	125-070	1-005	0.8%	0-120	0.3%	78%	True	False	6,903
20	126-075	124-285	1-110	1.1%	0-127	0.3%	84%	True	False	4,431
40	126-245	124-140	2-105	1.8%	0-120	0.3%	68%	False	False	2,741

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	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-308
2.618	127-095
1.618	126-285
1.000	126-205
0.618	126-155
HIGH	126-075
0.618	126-025
0.500	126-010
0.382	125-315
LOW	125-265
0.618	125-185
1.000	125-135
1.618	125-055
2.618	124-245
4.250	124-032

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	126-010	125-312
PP	126-008	125-298
S1	126-007	125-285

Download as Excel Spreadsheet

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

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