ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	124-265	124-290	0-025	0.1%	124-130
High	125-020	125-040	0-020	0.0%	125-020
Low	124-230	124-265	0-035	0.1%	124-125
Close	124-270	125-025	0-075	0.2%	124-270
Range	0-110	0-095	-0-015	-13.6%	0-215
ATR	0-120	0-118	-0-002	-1.5%	0-000
Volume	8,309	8,790	481	5.8%	36,595

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-288	125-252	125-077
R3	125-193	125-157	125-051
R2	125-098	125-098	125-042
R1	125-062	125-062	125-034	125-080
PP	125-003	125-003	125-003	125-012
S1	124-287	124-287	125-016	124-305
S2	124-228	124-228	125-008
S3	124-133	124-192	124-319
S4	124-038	124-097	124-293

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	125-040	124-125	0-235	0.6%	0-103	0.3%	94%	True	False	7,238
10	125-040	123-270	1-090	1.0%	0-123	0.3%	96%	True	False	5,697
20	125-145	123-270	1-195	1.3%	0-112	0.3%	77%	False	False	3,722
40	126-105	123-270	2-155	2.0%	0-091	0.2%	50%	False	False	1,980

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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-124
2.618	125-289
1.618	125-194
1.000	125-135
0.618	125-099
HIGH	125-040
0.618	125-004
0.500	124-312
0.382	124-301
LOW	124-265
0.618	124-206
1.000	124-170
1.618	124-111
2.618	124-016
4.250	123-181

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	125-014	125-002
PP	125-003	124-298
S1	124-312	124-275

Download as Excel Spreadsheet

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

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