ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	125-290	126-110	0-140	0.3%	125-240
High	126-120	126-175	0-055	0.1%	126-175
Low	125-280	126-075	0-115	0.3%	125-175
Close	126-080	126-160	0-080	0.2%	126-160
Range	0-160	0-100	-0-060	-37.5%	1-000
ATR	0-130	0-128	-0-002	-1.6%	0-000
Volume	21,653	22,564	911	4.2%	70,341

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-117	127-078	126-215
R3	127-017	126-298	126-188
R2	126-237	126-237	126-178
R1	126-198	126-198	126-169	126-218
PP	126-137	126-137	126-137	126-146
S1	126-098	126-098	126-151	126-118
S2	126-037	126-037	126-142
S3	125-257	125-318	126-132
S4	125-157	125-218	126-105

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-063	128-272	127-016
R3	128-063	127-272	126-248
R2	127-063	127-063	126-219
R1	126-272	126-272	126-189	127-008
PP	126-063	126-063	126-063	126-091
S1	125-272	125-272	126-131	126-008
S2	125-063	125-063	126-101
S3	124-063	124-272	126-072
S4	123-063	123-272	125-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-175	125-175	1-000	0.8%	0-115	0.3%	95%	True	False	14,068
10	126-175	125-105	1-070	1.0%	0-121	0.3%	96%	True	False	10,549
20	126-175	125-045	1-130	1.1%	0-123	0.3%	97%	True	False	6,501
40	126-185	124-140	2-045	1.7%	0-120	0.3%	96%	False	False	3,846

Crabel Price Patterns
NR	True
NR4	True
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	0-024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-280
2.618	127-117
1.618	127-017
1.000	126-275
0.618	126-237
HIGH	126-175
0.618	126-137
0.500	126-125
0.382	126-113
LOW	126-075
0.618	126-013
1.000	125-295
1.618	125-233
2.618	125-133
4.250	124-290

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	126-148	126-127
PP	126-137	126-093
S1	126-125	126-060

Download as Excel Spreadsheet

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

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