ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	125-025	125-110	0-085	0.2%	125-230
High	125-160	125-135	-0-025	-0.1%	125-235
Low	125-025	124-250	-0-095	-0.2%	124-250
Close	125-085	124-265	-0-140	-0.3%	124-265
Range	0-135	0-205	0-070	51.8%	0-305
ATR	0-127	0-133	0-006	4.4%	0-000
Volume	1,499,271	1,715,638	216,367	14.4%	6,502,565

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-298	126-167	125-058
R3	126-093	125-282	125-001
R2	125-208	125-208	124-303
R1	125-077	125-077	124-284	125-040
PP	125-003	125-003	125-003	124-305
S1	124-192	124-192	124-246	124-155
S2	124-118	124-118	124-227
S3	123-233	123-307	124-209
S4	123-028	123-102	124-152

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-312	127-113	125-113
R3	127-007	126-128	125-029
R2	126-022	126-022	125-001
R1	125-143	125-143	124-293	125-090
PP	125-037	125-037	125-037	125-010
S1	124-158	124-158	124-237	124-105
S2	124-052	124-052	124-209
S3	123-067	123-173	124-181
S4	122-082	122-188	124-097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-235	124-250	0-305	0.8%	0-136	0.3%	5%	False	True	1,300,513
10	125-255	124-250	1-005	0.8%	0-121	0.3%	5%	False	True	1,167,943
20	126-045	124-225	1-140	1.2%	0-131	0.3%	9%	False	False	1,290,476
40	127-285	124-225	3-060	2.6%	0-134	0.3%	4%	False	False	1,315,630
60	127-285	124-225	3-060	2.6%	0-132	0.3%	4%	False	False	907,412
80	127-285	124-140	3-145	2.8%	0-131	0.3%	11%	False	False	681,068
100	127-285	124-140	3-145	2.8%	0-121	0.3%	11%	False	False	544,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	128-046
2.618	127-032
1.618	126-147
1.000	126-020
0.618	125-262
HIGH	125-135
0.618	125-057
0.500	125-033
0.382	125-008
LOW	124-250
0.618	124-123
1.000	124-045
1.618	123-238
2.618	123-033
4.250	122-019

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	125-033	125-045
PP	125-003	125-012
S1	124-294	124-298

Download as Excel Spreadsheet

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

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