ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	124-175	124-095	-0-080	-0.2%	124-250
High	124-235	124-240	0-005	0.0%	125-005
Low	124-090	124-065	-0-025	-0.1%	124-060
Close	124-120	124-190	0-070	0.2%	124-190
Range	0-145	0-175	0-030	20.7%	0-265
ATR	0-135	0-138	0-003	2.1%	0-000
Volume	1,763,165	2,067,719	304,554	17.3%	8,141,429

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-050	125-295	124-286
R3	125-195	125-120	124-238
R2	125-020	125-020	124-222
R1	124-265	124-265	124-206	124-303
PP	124-165	124-165	124-165	124-184
S1	124-090	124-090	124-174	124-128
S2	123-310	123-310	124-158
S3	123-135	123-235	124-142
S4	122-280	123-060	124-094

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-027	126-213	125-016
R3	126-082	125-268	124-263
R2	125-137	125-137	124-239
R1	125-003	125-003	124-214	124-258
PP	124-192	124-192	124-192	124-159
S1	124-058	124-058	124-166	123-313
S2	123-247	123-247	124-141
S3	122-302	123-113	124-117
S4	122-037	122-168	124-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-005	124-060	0-265	0.7%	0-143	0.4%	49%	False	False	1,628,285
10	125-235	124-060	1-175	1.2%	0-139	0.3%	26%	False	False	1,464,399
20	125-255	124-060	1-195	1.3%	0-130	0.3%	25%	False	False	1,305,470
40	127-285	124-060	3-225	3.0%	0-138	0.3%	11%	False	False	1,336,679
60	127-285	124-060	3-225	3.0%	0-134	0.3%	11%	False	False	1,042,625
80	127-285	124-060	3-225	3.0%	0-131	0.3%	11%	False	False	782,756
100	127-285	124-060	3-225	3.0%	0-125	0.3%	11%	False	False	626,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-024
2.618	126-058
1.618	125-203
1.000	125-095
0.618	125-028
HIGH	124-240
0.618	124-173
0.500	124-152
0.382	124-132
LOW	124-065
0.618	123-277
1.000	123-210
1.618	123-102
2.618	122-247
4.250	121-281

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	124-178	124-177
PP	124-165	124-163
S1	124-152	124-150

Download as Excel Spreadsheet

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

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