ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 25-Sep-2017

Day Change Summary
	Previous	Current
	22-Sep-2017	25-Sep-2017	Change	Change %	Previous Week
Open	125-195	125-220	0-025	0.1%	125-220
High	125-195	125-260	0-065	0.2%	125-245
Low	125-135	125-220	0-085	0.2%	125-075
Close	125-135	125-245	0-110	0.3%	125-135
Range	0-060	0-040	-0-020	-33.3%	0-170
ATR	0-085	0-087	0-003	3.4%	0-000
Volume	32	95	63	196.9%	328

Daily Pivots for day following 25-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-042	126-023	125-267
R3	126-002	125-303	125-256
R2	125-282	125-282	125-252
R1	125-263	125-263	125-249	125-272
PP	125-242	125-242	125-242	125-246
S1	125-223	125-223	125-241	125-232
S2	125-202	125-202	125-238
S3	125-162	125-183	125-234
S4	125-122	125-143	125-223

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-022	126-248	125-228
R3	126-172	126-078	125-182
R2	126-002	126-002	125-166
R1	125-228	125-228	125-151	125-190
PP	125-152	125-152	125-152	125-133
S1	125-058	125-058	125-119	125-020
S2	124-302	124-302	125-104
S3	124-132	124-208	125-088
S4	123-282	124-038	125-042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-260	125-075	0-185	0.5%	0-070	0.2%	92%	True	False	82
10	126-105	125-075	1-030	0.9%	0-038	0.1%	49%	False	False	42
20	127-060	125-075	1-305	1.6%	0-020	0.0%	27%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
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	0-005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-110
2.618	126-045
1.618	126-005
1.000	125-300
0.618	125-285
HIGH	125-260
0.618	125-245
0.500	125-240
0.382	125-235
LOW	125-220
0.618	125-195
1.000	125-180
1.618	125-155
2.618	125-115
4.250	125-050

Fisher Pivots for day following 25-Sep-2017
Pivot	1 day	3 day
R1	125-243	125-221
PP	125-242	125-197
S1	125-240	125-172

Download as Excel Spreadsheet

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

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