ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 28-Sep-2017

Day Change Summary
	Previous	Current
	27-Sep-2017	28-Sep-2017	Change	Change %	Previous Week
Open	125-300	125-135	-0-165	-0.4%	126-085
High	125-305	125-180	-0-125	-0.3%	126-090
Low	125-100	125-020	-0-080	-0.2%	125-170
Close	125-140	125-175	0-035	0.1%	125-235
Range	0-205	0-160	-0-045	-21.9%	0-240
ATR	0-140	0-142	0-001	1.0%	0-000
Volume	2,014,703	1,668,758	-345,945	-17.2%	5,960,466

Daily Pivots for day following 28-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-285	126-230	125-263
R3	126-125	126-070	125-219
R2	125-285	125-285	125-204
R1	125-230	125-230	125-190	125-258
PP	125-125	125-125	125-125	125-139
S1	125-070	125-070	125-160	125-098
S2	124-285	124-285	125-146
S3	124-125	124-230	125-131
S4	123-285	124-070	125-087

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	126-045	125-020	1-025	0.9%	0-142	0.4%	45%	False	True	1,452,383
10	126-180	125-020	1-160	1.2%	0-131	0.3%	32%	False	True	1,311,779
20	127-285	125-020	2-265	2.3%	0-145	0.4%	17%	False	True	1,346,529
40	127-285	125-020	2-265	2.3%	0-135	0.3%	17%	False	True	866,242
60	127-285	124-140	3-145	2.8%	0-132	0.3%	32%	False	False	578,395
80	127-285	124-140	3-145	2.8%	0-124	0.3%	32%	False	False	433,873

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-220
2.618	126-279
1.618	126-119
1.000	126-020
0.618	125-279
HIGH	125-180
0.618	125-119
0.500	125-100
0.382	125-081
LOW	125-020
0.618	124-241
1.000	124-180
1.618	124-081
2.618	123-241
4.250	122-300

Fisher Pivots for day following 28-Sep-2017
Pivot	1 day	3 day
R1	125-150	125-190
PP	125-125	125-185
S1	125-100	125-180

Download as Excel Spreadsheet

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

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