ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	124-270	125-000	0-050	0.1%	124-250
High	125-005	125-035	0-030	0.1%	125-085
Low	124-240	124-275	0-035	0.1%	124-120
Close	124-285	125-020	0-055	0.1%	124-220
Range	0-085	0-080	-0-005	-5.9%	0-285
ATR	0-101	0-099	-0-001	-1.5%	0-000
Volume	226	135	-91	-40.3%	2,690

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-243	125-212	125-064
R3	125-163	125-132	125-042
R2	125-083	125-083	125-035
R1	125-052	125-052	125-027	125-068
PP	125-003	125-003	125-003	125-011
S1	124-292	124-292	125-013	124-308
S2	124-243	124-243	125-005
S3	124-163	124-212	124-318
S4	124-083	124-132	124-296

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-143	126-307	125-057
R3	126-178	126-022	124-298
R2	125-213	125-213	124-272
R1	125-057	125-057	124-246	124-312
PP	124-248	124-248	124-248	124-216
S1	124-092	124-092	124-194	124-028
S2	123-283	123-283	124-168
S3	122-318	123-127	124-142
S4	122-033	122-162	124-063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-035	124-120	0-235	0.6%	0-078	0.2%	94%	True	False	208
10	125-095	124-120	0-295	0.7%	0-098	0.2%	75%	False	False	357
20	126-000	124-120	1-200	1.3%	0-082	0.2%	42%	False	False	258

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-055
2.618	125-244
1.618	125-164
1.000	125-115
0.618	125-084
HIGH	125-035
0.618	125-004
0.500	124-315
0.382	124-306
LOW	124-275
0.618	124-226
1.000	124-195
1.618	124-146
2.618	124-066
4.250	123-255

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	125-012	125-006
PP	125-003	124-312
S1	124-315	124-298

Download as Excel Spreadsheet

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

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