ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	126-245	126-270	0-025	0.1%	126-275
High	126-255	126-290	0-035	0.1%	127-045
Low	126-155	126-135	-0-020	0.0%	126-135
Close	126-225	126-210	-0-015	0.0%	126-210
Range	0-100	0-155	0-055	55.0%	0-230
ATR	0-132	0-134	0-002	1.2%	0-000
Volume	12,186	15,954	3,768	30.9%	110,520

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-037	127-278	126-295
R3	127-202	127-123	126-253
R2	127-047	127-047	126-238
R1	126-288	126-288	126-224	126-250
PP	126-212	126-212	126-212	126-193
S1	126-133	126-133	126-196	126-095
S2	126-057	126-057	126-182
S3	125-222	125-298	126-167
S4	125-067	125-143	126-125

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-287	128-158	127-017
R3	128-057	127-248	126-273
R2	127-147	127-147	126-252
R1	127-018	127-018	126-231	126-288
PP	126-237	126-237	126-237	126-211
S1	126-108	126-108	126-189	126-058
S2	126-007	126-007	126-168
S3	125-097	125-198	126-147
S4	124-187	124-288	126-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-045	126-135	0-230	0.6%	0-114	0.3%	33%	False	True	22,104
10	127-045	126-015	1-030	0.9%	0-118	0.3%	56%	False	False	427,578
20	127-045	124-315	2-050	1.7%	0-131	0.3%	78%	False	False	1,063,627
40	127-045	124-230	2-135	1.9%	0-142	0.4%	80%	False	False	1,148,908
60	127-045	123-115	3-250	3.0%	0-151	0.4%	87%	False	False	1,205,932
80	127-045	122-205	4-160	3.6%	0-155	0.4%	89%	False	False	1,191,207
100	127-045	122-205	4-160	3.6%	0-159	0.4%	89%	False	False	956,071
120	127-045	122-000	5-045	4.1%	0-153	0.4%	91%	False	False	796,822

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-309
2.618	128-056
1.618	127-221
1.000	127-125
0.618	127-066
HIGH	126-290
0.618	126-231
0.500	126-213
0.382	126-194
LOW	126-135
0.618	126-039
1.000	125-300
1.618	125-204
2.618	125-049
4.250	124-116

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	126-213	126-233
PP	126-212	126-225
S1	126-211	126-218

Download as Excel Spreadsheet

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

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