ECBOT 10 Year T-Note Future March 2018

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

Day Change Summary
	Previous	Current
	26-Sep-2017	27-Sep-2017	Change	Change %	Previous Week
Open	125-205	125-055	-0-150	-0.4%	125-220
High	125-255	125-070	-0-185	-0.5%	125-245
Low	125-180	125-010	-0-170	-0.4%	125-075
Close	125-225	125-035	-0-190	-0.5%	125-135
Range	0-075	0-060	-0-015	-20.0%	0-170
ATR	0-087	0-096	0-009	10.6%	0-000
Volume	93	532	439	472.0%	328

Daily Pivots for day following 27-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-218	125-187	125-068
R3	125-158	125-127	125-052
R2	125-098	125-098	125-046
R1	125-067	125-067	125-041	125-053
PP	125-038	125-038	125-038	125-031
S1	125-007	125-007	125-030	124-313
S2	124-298	124-298	125-024
S3	124-238	124-267	125-019
S4	124-178	124-207	125-002

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	125-010	0-250	0.6%	0-064	0.2%	10%	False	True	177
10	126-030	125-010	1-020	0.8%	0-051	0.1%	7%	False	True	104
20	127-060	125-010	2-050	1.7%	0-026	0.1%	4%	False	True	52

Crabel Price Patterns
NR	True
NR4	False
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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-005
2.618	125-227
1.618	125-167
1.000	125-130
0.618	125-107
HIGH	125-070
0.618	125-047
0.500	125-040
0.382	125-033
LOW	125-010
0.618	124-293
1.000	124-270
1.618	124-233
2.618	124-173
4.250	124-075

Fisher Pivots for day following 27-Sep-2017
Pivot	1 day	3 day
R1	125-040	125-135
PP	125-038	125-102
S1	125-037	125-068

Download as Excel Spreadsheet

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

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