ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	124-250	124-290	0-040	0.1%	125-220
High	125-015	125-020	0-005	0.0%	125-260
Low	124-205	124-235	0-030	0.1%	124-245
Close	124-290	125-000	0-030	0.1%	124-315
Range	0-130	0-105	-0-025	-19.2%	1-015
ATR	0-104	0-104	0-000	0.1%	0-000
Volume	587	388	-199	-33.9%	1,750

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-293	125-252	125-058
R3	125-188	125-147	125-029
R2	125-083	125-083	125-019
R1	125-042	125-042	125-010	125-062
PP	124-298	124-298	124-298	124-309
S1	124-257	124-257	124-310	124-278
S2	124-193	124-193	124-301
S3	124-088	124-152	124-291
S4	123-303	124-047	124-262

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-105	127-225	125-179
R3	127-090	126-210	125-087
R2	126-075	126-075	125-056
R1	125-195	125-195	125-026	125-128
PP	125-060	125-060	125-060	125-026
S1	124-180	124-180	124-284	124-112
S2	124-045	124-045	124-254
S3	123-030	123-165	124-223
S4	122-015	122-150	124-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-095	124-205	0-210	0.5%	0-115	0.3%	55%	False	False	507
10	125-260	124-205	1-055	0.9%	0-100	0.3%	31%	False	False	304
20	127-060	124-205	2-175	2.0%	0-051	0.1%	14%	False	False	152

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	0-029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-146
2.618	125-295
1.618	125-190
1.000	125-125
0.618	125-085
HIGH	125-020
0.618	124-300
0.500	124-288
0.382	124-275
LOW	124-235
0.618	124-170
1.000	124-130
1.618	124-065
2.618	123-280
4.250	123-109

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	124-309	124-317
PP	124-298	124-313
S1	124-288	124-310

Download as Excel Spreadsheet

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

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