ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 16-Oct-2017

Day Change Summary
	Previous	Current
	13-Oct-2017	16-Oct-2017	Change	Change %	Previous Week
Open	125-130	125-230	0-100	0.2%	125-015
High	125-255	125-235	-0-020	0.0%	125-255
Low	125-100	125-115	0-015	0.0%	124-315
Close	125-225	125-135	-0-090	-0.2%	125-225
Range	0-155	0-120	-0-035	-22.6%	0-260
ATR	0-130	0-129	-0-001	-0.5%	0-000
Volume	1,465,750	1,140,752	-324,998	-22.2%	5,176,870

Daily Pivots for day following 16-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-202	126-128	125-201
R3	126-082	126-008	125-168
R2	125-282	125-282	125-157
R1	125-208	125-208	125-146	125-185
PP	125-162	125-162	125-162	125-150
S1	125-088	125-088	125-124	125-065
S2	125-042	125-042	125-113
S3	124-242	124-288	125-102
S4	124-122	124-168	125-069

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-298	127-202	126-048
R3	127-038	126-262	125-296
R2	126-098	126-098	125-273
R1	126-002	126-002	125-249	126-050
PP	125-158	125-158	125-158	125-183
S1	125-062	125-062	125-201	125-110
S2	124-218	124-218	125-177
S3	123-278	124-122	125-153
S4	123-018	123-182	125-082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-255	125-005	0-250	0.6%	0-119	0.3%	52%	False	False	1,213,778
10	125-255	124-225	1-030	0.9%	0-118	0.3%	66%	False	False	1,128,388
20	126-070	124-225	1-165	1.2%	0-129	0.3%	47%	False	False	1,280,753
40	127-285	124-225	3-060	2.5%	0-131	0.3%	23%	False	False	1,218,664
60	127-285	124-225	3-060	2.5%	0-133	0.3%	23%	False	False	818,252
80	127-285	124-140	3-145	2.8%	0-129	0.3%	29%	False	False	614,069

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-105
2.618	126-229
1.618	126-109
1.000	126-035
0.618	125-309
HIGH	125-235
0.618	125-189
0.500	125-175
0.382	125-161
LOW	125-115
0.618	125-041
1.000	124-315
1.618	124-241
2.618	124-121
4.250	123-245

Fisher Pivots for day following 16-Oct-2017
Pivot	1 day	3 day
R1	125-175	125-153
PP	125-162	125-147
S1	125-148	125-141

Download as Excel Spreadsheet

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

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