ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	125-125	125-120	-0-005	0.0%	124-235
High	125-150	125-150	0-000	0.0%	125-130
Low	125-060	125-050	-0-010	0.0%	124-230
Close	125-135	125-080	-0-055	-0.1%	125-050
Range	0-090	0-100	0-010	11.1%	0-220
ATR	0-127	0-125	-0-002	-1.5%	0-000
Volume	1,281,128	1,001,966	-279,162	-21.8%	6,848,860

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-073	126-017	125-135
R3	125-293	125-237	125-108
R2	125-193	125-193	125-098
R1	125-137	125-137	125-089	125-115
PP	125-093	125-093	125-093	125-083
S1	125-037	125-037	125-071	125-015
S2	124-313	124-313	125-062
S3	124-213	124-257	125-052
S4	124-113	124-157	125-025

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-050	126-270	125-171
R3	126-150	126-050	125-111
R2	125-250	125-250	125-090
R1	125-150	125-150	125-070	125-200
PP	125-030	125-030	125-030	125-055
S1	124-250	124-250	125-030	124-300
S2	124-130	124-130	125-010
S3	123-230	124-030	124-310
S4	123-010	123-130	124-249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-150	124-285	0-185	0.5%	0-107	0.3%	62%	True	False	1,206,031
10	125-150	124-065	1-085	1.0%	0-117	0.3%	83%	True	False	1,391,688
20	125-255	124-060	1-195	1.3%	0-124	0.3%	66%	False	False	1,365,811
40	126-180	124-060	2-120	1.9%	0-126	0.3%	45%	False	False	1,314,844
60	127-285	124-060	3-225	3.0%	0-131	0.3%	29%	False	False	1,208,173
80	127-285	124-060	3-225	3.0%	0-130	0.3%	29%	False	False	908,643
100	127-285	124-060	3-225	3.0%	0-127	0.3%	29%	False	False	727,165

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-255
2.618	126-092
1.618	125-312
1.000	125-250
0.618	125-212
HIGH	125-150
0.618	125-112
0.500	125-100
0.382	125-088
LOW	125-050
0.618	124-308
1.000	124-270
1.618	124-208
2.618	124-108
4.250	123-265

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	125-100	125-093
PP	125-093	125-088
S1	125-087	125-084

Download as Excel Spreadsheet

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

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