ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 17-Aug-2017

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	125-260	126-070	0-130	0.3%	125-240
High	126-085	126-170	0-085	0.2%	126-175
Low	125-215	126-010	0-115	0.3%	125-175
Close	126-065	126-135	0-070	0.2%	126-160
Range	0-190	0-160	-0-030	-15.8%	1-000
ATR	0-135	0-136	0-002	1.3%	0-000
Volume	29,240	57,610	28,370	97.0%	70,341

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-265	127-200	126-223
R3	127-105	127-040	126-179
R2	126-265	126-265	126-164
R1	126-200	126-200	126-150	126-233
PP	126-105	126-105	126-105	126-121
S1	126-040	126-040	126-120	126-073
S2	125-265	125-265	126-106
S3	125-105	125-200	126-091
S4	124-265	125-040	126-047

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	125-215	0-280	0.7%	0-142	0.4%	86%	False	False	36,391
10	126-175	125-175	1-000	0.8%	0-135	0.3%	88%	False	False	24,001
20	126-175	125-045	1-130	1.1%	0-134	0.3%	91%	False	False	14,136
40	126-185	124-140	2-045	1.7%	0-125	0.3%	93%	False	False	7,783

Crabel Price Patterns
NR	True
NR4	False
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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-210
2.618	127-269
1.618	127-109
1.000	127-010
0.618	126-269
HIGH	126-170
0.618	126-109
0.500	126-090
0.382	126-071
LOW	126-010
0.618	125-231
1.000	125-170
1.618	125-071
2.618	124-231
4.250	123-290

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	126-120	126-101
PP	126-105	126-067
S1	126-090	126-033

Download as Excel Spreadsheet

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

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