ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	124-165	124-240	0-075	0.2%	124-140
High	124-260	124-295	0-035	0.1%	124-220
Low	124-125	124-190	0-065	0.2%	123-270
Close	124-185	124-265	0-080	0.2%	124-075
Range	0-135	0-105	-0-030	-22.2%	0-270
ATR	0-121	0-120	-0-001	-0.7%	0-000
Volume	6,334	5,081	-1,253	-19.8%	15,155

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-245	125-200	125-003
R3	125-140	125-095	124-294
R2	125-035	125-035	124-284
R1	124-310	124-310	124-275	125-012
PP	124-250	124-250	124-250	124-261
S1	124-205	124-205	124-255	124-228
S2	124-145	124-145	124-246
S3	124-040	124-100	124-236
S4	123-255	123-315	124-207

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	124-295	123-270	1-025	0.9%	0-117	0.3%	91%	True	False	6,389
10	125-025	123-270	1-075	1.0%	0-131	0.3%	80%	False	False	4,498
20	125-145	123-270	1-195	1.3%	0-109	0.3%	61%	False	False	2,899
40	127-060	123-270	3-110	2.7%	0-086	0.2%	29%	False	False	1,552

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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-101
2.618	125-250
1.618	125-145
1.000	125-080
0.618	125-040
HIGH	124-295
0.618	124-255
0.500	124-243
0.382	124-230
LOW	124-190
0.618	124-125
1.000	124-085
1.618	124-020
2.618	123-235
4.250	123-064

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	124-257	124-247
PP	124-250	124-228
S1	124-243	124-210

Download as Excel Spreadsheet

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

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