ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	124-100	124-160	0-060	0.2%	124-290
High	124-160	124-295	0-135	0.3%	125-065
Low	124-065	124-155	0-090	0.2%	124-110
Close	124-140	124-245	0-105	0.3%	124-125
Range	0-095	0-140	0-045	47.4%	0-275
ATR	0-115	0-118	0-003	2.5%	0-000
Volume	64,143	50,197	-13,946	-21.7%	59,561

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-012	125-268	125-002
R3	125-192	125-128	124-283
R2	125-052	125-052	124-271
R1	124-308	124-308	124-258	125-020
PP	124-232	124-232	124-232	124-248
S1	124-168	124-168	124-232	124-200
S2	124-092	124-092	124-219
S3	123-272	124-028	124-206
S4	123-132	123-208	124-168

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-072	126-213	124-276
R3	126-117	125-258	124-201
R2	125-162	125-162	124-175
R1	124-303	124-303	124-150	124-255
PP	124-207	124-207	124-207	124-183
S1	124-028	124-028	124-100	123-300
S2	123-252	123-252	124-075
S3	122-297	123-073	124-049
S4	122-022	122-118	123-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-010	124-065	0-265	0.7%	0-119	0.3%	68%	False	False	34,695
10	125-065	124-065	1-000	0.8%	0-109	0.3%	56%	False	False	21,403
20	125-065	123-270	1-115	1.1%	0-121	0.3%	68%	False	False	12,776
40	125-260	123-270	1-310	1.6%	0-106	0.3%	47%	False	False	6,772

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-250
2.618	126-022
1.618	125-202
1.000	125-115
0.618	125-062
HIGH	124-295
0.618	124-242
0.500	124-225
0.382	124-208
LOW	124-155
0.618	124-068
1.000	124-015
1.618	123-248
2.618	123-108
4.250	122-200

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	124-238	124-223
PP	124-232	124-202
S1	124-225	124-180

Download as Excel Spreadsheet

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

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