ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	125-135	125-170	0-035	0.1%	125-240
High	125-180	125-200	0-020	0.0%	126-045
Low	125-020	125-065	0-045	0.1%	125-020
Close	125-175	125-100	-0-075	-0.2%	125-100
Range	0-160	0-135	-0-025	-15.6%	1-025
ATR	0-142	0-141	0-000	-0.3%	0-000
Volume	1,668,758	1,811,508	142,750	8.6%	7,841,565

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-207	126-128	125-174
R3	126-072	125-313	125-137
R2	125-257	125-257	125-125
R1	125-178	125-178	125-112	125-150
PP	125-122	125-122	125-122	125-107
S1	125-043	125-043	125-088	125-015
S2	124-307	124-307	125-075
S3	124-172	124-228	125-063
S4	124-037	124-093	125-026

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-237	128-033	125-290
R3	127-212	127-008	125-195
R2	126-187	126-187	125-163
R1	125-303	125-303	125-132	125-232
PP	125-162	125-162	125-162	125-126
S1	124-278	124-278	125-068	124-208
S2	124-137	124-137	125-037
S3	123-112	123-253	125-005
S4	122-087	122-228	124-230

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%	0-146	0.4%	23%	False	False	1,568,313
10	126-090	125-020	1-070	1.0%	0-133	0.3%	21%	False	False	1,380,203
20	127-285	125-020	2-265	2.3%	0-147	0.4%	9%	False	False	1,367,889
40	127-285	125-020	2-265	2.3%	0-136	0.3%	9%	False	False	911,203
60	127-285	124-140	3-145	2.8%	0-131	0.3%	25%	False	False	608,519
80	127-285	124-140	3-145	2.8%	0-123	0.3%	25%	False	False	456,517

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-134
2.618	126-233
1.618	126-098
1.000	126-015
0.618	125-283
HIGH	125-200
0.618	125-148
0.500	125-132
0.382	125-117
LOW	125-065
0.618	124-302
1.000	124-250
1.618	124-167
2.618	124-032
4.250	123-131

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	125-132	125-162
PP	125-122	125-142
S1	125-111	125-121

Download as Excel Spreadsheet

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

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