ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 12-Jun-2017

Day Change Summary
	Previous	Current
	09-Jun-2017	12-Jun-2017	Change	Change %	Previous Week
Open	126-185	126-130	-0-055	-0.1%	126-205
High	126-220	126-165	-0-055	-0.1%	126-290
Low	126-050	126-065	0-015	0.0%	126-050
Close	126-135	126-105	-0-030	-0.1%	126-135
Range	0-170	0-100	-0-070	-41.2%	0-240
ATR	0-135	0-133	-0-003	-1.9%	0-000
Volume	1,089,893	1,072,960	-16,933	-1.6%	5,485,660

Daily Pivots for day following 12-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-092	127-038	126-160
R3	126-312	126-258	126-132
R2	126-212	126-212	126-123
R1	126-158	126-158	126-114	126-135
PP	126-112	126-112	126-112	126-100
S1	126-058	126-058	126-096	126-035
S2	126-012	126-012	126-087
S3	125-232	125-278	126-077
S4	125-132	125-178	126-050

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-238	128-107	126-267
R3	127-318	127-187	126-201
R2	127-078	127-078	126-179
R1	126-267	126-267	126-157	126-213
PP	126-158	126-158	126-158	126-131
S1	126-027	126-027	126-113	125-293
S2	125-238	125-238	126-091
S3	124-318	125-107	126-069
S4	124-078	124-187	126-003

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-290	126-050	0-240	0.6%	0-125	0.3%	23%	False	False	1,154,040
10	126-290	125-240	1-050	0.9%	0-128	0.3%	50%	False	False	1,236,126
20	126-290	124-310	1-300	1.5%	0-130	0.3%	70%	False	False	880,624
40	126-290	124-120	2-170	2.0%	0-138	0.3%	77%	False	False	443,425
60	126-290	122-300	3-310	3.1%	0-141	0.3%	85%	False	False	295,707

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-270
2.618	127-107
1.618	127-007
1.000	126-265
0.618	126-227
HIGH	126-165
0.618	126-127
0.500	126-115
0.382	126-103
LOW	126-065
0.618	126-003
1.000	125-285
1.618	125-223
2.618	125-123
4.250	124-280

Fisher Pivots for day following 12-Jun-2017
Pivot	1 day	3 day
R1	126-115	126-135
PP	126-112	126-125
S1	126-108	126-115

Download as Excel Spreadsheet

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

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