ECBOT 10 Year T-Note Future December 2017

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

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	126-135	126-060	-0-075	-0.2%	125-240
High	126-145	126-060	-0-085	-0.2%	126-175
Low	126-045	125-220	-0-145	-0.4%	125-175
Close	126-075	125-265	-0-130	-0.3%	126-160
Range	0-100	0-160	0-060	60.0%	1-000
ATR	0-127	0-130	0-003	2.7%	0-000
Volume	29,812	42,733	12,921	43.3%	70,341

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-128	127-037	126-033
R3	126-288	126-197	125-309
R2	126-128	126-128	125-294
R1	126-037	126-037	125-280	126-002
PP	125-288	125-288	125-288	125-271
S1	125-197	125-197	125-250	125-162
S2	125-128	125-128	125-236
S3	124-288	125-037	125-221
S4	124-128	124-197	125-177

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	125-220	0-275	0.7%	0-130	0.3%	16%	False	True	25,638
10	126-175	125-175	1-000	0.8%	0-122	0.3%	28%	False	False	16,938
20	126-175	125-045	1-130	1.1%	0-125	0.3%	49%	False	False	10,054
40	126-185	124-140	2-045	1.7%	0-122	0.3%	65%	False	False	5,653

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	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-100
2.618	127-159
1.618	126-319
1.000	126-220
0.618	126-159
HIGH	126-060
0.618	125-319
0.500	125-300
0.382	125-281
LOW	125-220
0.618	125-121
1.000	125-060
1.618	124-281
2.618	124-121
4.250	123-180

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	125-300	126-038
PP	125-288	126-007
S1	125-277	125-296

Download as Excel Spreadsheet

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

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