ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	125-240	126-010	0-090	0.2%	126-085
High	126-045	126-040	-0-005	0.0%	126-090
Low	125-230	125-265	0-035	0.1%	125-170
Close	126-020	126-000	-0-020	0.0%	125-235
Range	0-135	0-095	-0-040	-29.6%	0-240
ATR	0-137	0-134	-0-003	-2.2%	0-000
Volume	1,260,658	1,085,938	-174,720	-13.9%	5,960,466

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-280	126-235	126-052
R3	126-185	126-140	126-026
R2	126-090	126-090	126-017
R1	126-045	126-045	126-009	126-020
PP	125-315	125-315	125-315	125-302
S1	125-270	125-270	125-311	125-245
S2	125-220	125-220	125-303
S3	125-125	125-175	125-294
S4	125-030	125-080	125-268

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-032	127-213	126-047
R3	127-112	126-293	125-301
R2	126-192	126-192	125-279
R1	126-053	126-053	125-257	126-003
PP	125-272	125-272	125-272	125-246
S1	125-133	125-133	125-213	125-083
S2	125-032	125-032	125-191
S3	124-112	124-213	125-169
S4	123-192	123-293	125-103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-055	125-170	0-205	0.5%	0-132	0.3%	73%	False	False	1,282,744
10	126-250	125-170	1-080	1.0%	0-119	0.3%	37%	False	False	1,193,818
20	127-285	125-170	2-115	1.9%	0-140	0.3%	20%	False	False	1,325,565
40	127-285	125-105	2-180	2.0%	0-133	0.3%	26%	False	False	774,398
60	127-285	124-140	3-145	2.7%	0-131	0.3%	45%	False	False	517,028
80	127-285	124-140	3-145	2.7%	0-120	0.3%	45%	False	False	387,830

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-124
2.618	126-289
1.618	126-194
1.000	126-135
0.618	126-099
HIGH	126-040
0.618	126-004
0.500	125-312
0.382	125-301
LOW	125-265
0.618	125-206
1.000	125-170
1.618	125-111
2.618	125-016
4.250	124-181

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	125-317	125-305
PP	125-315	125-290
S1	125-312	125-275

Download as Excel Spreadsheet

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

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