ECBOT 10 Year T-Note Future March 2018

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

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	124-240	124-265	0-025	0.1%	124-130
High	124-295	125-020	0-045	0.1%	125-020
Low	124-190	124-230	0-040	0.1%	124-125
Close	124-265	124-270	0-005	0.0%	124-270
Range	0-105	0-110	0-005	4.8%	0-215
ATR	0-120	0-120	-0-001	-0.6%	0-000
Volume	5,081	8,309	3,228	63.5%	36,595

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-290	125-230	125-011
R3	125-180	125-120	124-300
R2	125-070	125-070	124-290
R1	125-010	125-010	124-280	125-040
PP	124-280	124-280	124-280	124-295
S1	124-220	124-220	124-260	124-250
S2	124-170	124-170	124-250
S3	124-060	124-110	124-240
S4	123-270	124-000	124-210

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-250	126-155	125-068
R3	126-035	125-260	125-009
R2	125-140	125-140	124-309
R1	125-045	125-045	124-290	125-093
PP	124-245	124-245	124-245	124-269
S1	124-150	124-150	124-250	124-198
S2	124-030	124-030	124-231
S3	123-135	123-255	124-211
S4	122-240	123-040	124-152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-020	124-125	0-215	0.5%	0-105	0.3%	67%	True	False	7,319
10	125-020	123-270	1-070	1.0%	0-122	0.3%	82%	True	False	5,175
20	125-145	123-270	1-195	1.3%	0-107	0.3%	62%	False	False	3,282
40	126-220	123-270	2-270	2.3%	0-089	0.2%	35%	False	False	1,760

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-167
2.618	125-308
1.618	125-198
1.000	125-130
0.618	125-088
HIGH	125-020
0.618	124-298
0.500	124-285
0.382	124-272
LOW	124-230
0.618	124-162
1.000	124-120
1.618	124-052
2.618	123-262
4.250	123-083

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	124-285	124-258
PP	124-280	124-245
S1	124-275	124-232

Download as Excel Spreadsheet

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

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