ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	126-240	127-005	0-085	0.2%	126-055
High	127-045	127-010	-0-035	-0.1%	127-010
Low	126-230	126-240	0-010	0.0%	126-015
Close	127-005	126-250	-0-075	-0.2%	126-285
Range	0-135	0-090	-0-045	-33.3%	0-315
ATR	0-138	0-135	-0-003	-2.5%	0-000
Volume	34,371	21,734	-12,637	-36.8%	2,243,010

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-223	127-167	126-300
R3	127-133	127-077	126-275
R2	127-043	127-043	126-267
R1	126-307	126-307	126-258	126-290
PP	126-273	126-273	126-273	126-265
S1	126-217	126-217	126-242	126-200
S2	126-183	126-183	126-234
S3	126-093	126-127	126-225
S4	126-003	126-037	126-201

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-195	129-075	127-138
R3	128-200	128-080	127-052
R2	127-205	127-205	127-023
R1	127-085	127-085	126-314	127-145
PP	126-210	126-210	126-210	126-240
S1	126-090	126-090	126-256	126-150
S2	125-215	125-215	126-227
S3	124-220	125-095	126-198
S4	123-225	124-100	126-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-045	126-075	0-290	0.7%	0-121	0.3%	60%	False	False	48,602
10	127-045	125-245	1-120	1.1%	0-114	0.3%	74%	False	False	898,626
20	127-045	124-230	2-135	1.9%	0-130	0.3%	85%	False	False	1,185,027
40	127-045	124-230	2-135	1.9%	0-146	0.4%	85%	False	False	1,219,595
60	127-045	122-205	4-160	3.5%	0-154	0.4%	92%	False	False	1,247,168
80	127-045	122-205	4-160	3.5%	0-156	0.4%	92%	False	False	1,192,336
100	127-045	122-205	4-160	3.5%	0-162	0.4%	92%	False	False	955,806
120	127-045	122-000	5-045	4.1%	0-151	0.4%	93%	False	False	796,587

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-073
2.618	127-246
1.618	127-156
1.000	127-100
0.618	127-066
HIGH	127-010
0.618	126-296
0.500	126-285
0.382	126-274
LOW	126-240
0.618	126-184
1.000	126-150
1.618	126-094
2.618	126-004
4.250	125-177

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	126-285	126-288
PP	126-273	126-275
S1	126-262	126-263

Download as Excel Spreadsheet

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

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