ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	125-220	125-205	-0-015	0.0%	125-220
High	125-260	125-255	-0-005	0.0%	125-245
Low	125-220	125-180	-0-040	-0.1%	125-075
Close	125-245	125-225	-0-020	0.0%	125-135
Range	0-040	0-075	0-035	87.5%	0-170
ATR	0-087	0-087	-0-001	-1.0%	0-000
Volume	95	93	-2	-2.1%	328

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-125	126-090	125-266
R3	126-050	126-015	125-246
R2	125-295	125-295	125-239
R1	125-260	125-260	125-232	125-278
PP	125-220	125-220	125-220	125-229
S1	125-185	125-185	125-218	125-202
S2	125-145	125-145	125-211
S3	125-070	125-110	125-204
S4	124-315	125-035	125-184

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%	0-085	0.2%	81%	False	False	100
10	126-045	125-075	0-290	0.7%	0-045	0.1%	52%	False	False	51
20	127-060	125-075	1-305	1.6%	0-023	0.1%	24%	False	False	25

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-254
2.618	126-131
1.618	126-056
1.000	126-010
0.618	125-301
HIGH	125-255
0.618	125-226
0.500	125-218
0.382	125-209
LOW	125-180
0.618	125-134
1.000	125-105
1.618	125-059
2.618	124-304
4.250	124-181

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	125-222	125-216
PP	125-220	125-207
S1	125-218	125-198

Download as Excel Spreadsheet

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

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