ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	124-215	124-165	-0-050	-0.1%	124-140
High	124-245	124-260	0-015	0.0%	124-220
Low	124-175	124-125	-0-050	-0.1%	123-270
Close	124-195	124-185	-0-010	0.0%	124-075
Range	0-070	0-135	0-065	92.9%	0-270
ATR	0-120	0-121	0-001	0.9%	0-000
Volume	7,676	6,334	-1,342	-17.5%	15,155

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-275	125-205	124-259
R3	125-140	125-070	124-222
R2	125-005	125-005	124-210
R1	124-255	124-255	124-197	124-290
PP	124-190	124-190	124-190	124-207
S1	124-120	124-120	124-173	124-155
S2	124-055	124-055	124-160
S3	123-240	123-305	124-148
S4	123-105	123-170	124-111

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-252	126-113	124-223
R3	125-302	125-163	124-149
R2	125-032	125-032	124-125
R1	124-213	124-213	124-100	124-148
PP	124-082	124-082	124-082	124-049
S1	123-263	123-263	124-050	123-198
S2	123-132	123-132	124-026
S3	122-182	122-313	124-001
S4	121-232	122-043	123-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-260	123-270	0-310	0.8%	0-124	0.3%	76%	True	False	5,531
10	125-055	123-270	1-105	1.1%	0-133	0.3%	55%	False	False	4,149
20	125-145	123-270	1-195	1.3%	0-109	0.3%	46%	False	False	2,695
40	127-060	123-270	3-110	2.7%	0-083	0.2%	22%	False	False	1,425

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-194
2.618	125-293
1.618	125-158
1.000	125-075
0.618	125-023
HIGH	124-260
0.618	124-208
0.500	124-192
0.382	124-177
LOW	124-125
0.618	124-042
1.000	123-310
1.618	123-227
2.618	123-092
4.250	122-191

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	124-192	124-192
PP	124-190	124-190
S1	124-187	124-187

Download as Excel Spreadsheet

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

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