ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 23-May-2017

Day Change Summary
	Previous	Current
	22-May-2017	23-May-2017	Change	Change %	Previous Week
Open	126-075	126-030	-0-045	-0.1%	125-170
High	126-085	126-110	0-025	0.1%	126-230
Low	126-015	125-260	-0-075	-0.2%	125-090
Close	126-040	125-275	-0-085	-0.2%	126-060
Range	0-070	0-170	0-100	142.9%	1-140
ATR	0-154	0-155	0-001	0.8%	0-000
Volume	986,022	1,674,877	688,855	69.9%	8,202,018

Daily Pivots for day following 23-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-192	127-083	126-049
R3	127-022	126-233	126-002
R2	126-172	126-172	125-306
R1	126-063	126-063	125-291	126-033
PP	126-002	126-002	126-002	125-306
S1	125-213	125-213	125-259	125-182
S2	125-152	125-152	125-244
S3	124-302	125-043	125-228
S4	124-132	124-193	125-181

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	130-120	129-230	126-313
R3	128-300	128-090	126-186
R2	127-160	127-160	126-144
R1	126-270	126-270	126-102	127-055
PP	126-020	126-020	126-020	126-073
S1	125-130	125-130	126-018	125-235
S2	124-200	124-200	125-296
S3	123-060	123-310	125-254
S4	121-240	122-170	125-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-230	125-175	1-055	0.9%	0-162	0.4%	27%	False	False	1,729,294
10	126-230	124-230	2-000	1.6%	0-147	0.4%	57%	False	False	1,471,429
20	126-230	124-230	2-000	1.6%	0-142	0.4%	57%	False	False	1,362,795
40	126-230	124-065	2-165	2.0%	0-161	0.4%	66%	False	False	1,333,387
60	126-230	122-205	4-025	3.2%	0-161	0.4%	79%	False	False	1,321,125
80	126-230	122-205	4-025	3.2%	0-162	0.4%	79%	False	False	1,082,033
100	126-230	122-205	4-025	3.2%	0-166	0.4%	79%	False	False	866,042
120	126-230	122-000	4-230	3.7%	0-141	0.4%	82%	False	False	721,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-193
2.618	127-235
1.618	127-065
1.000	126-280
0.618	126-215
HIGH	126-110
0.618	126-045
0.500	126-025
0.382	126-005
LOW	125-260
0.618	125-155
1.000	125-090
1.618	124-305
2.618	124-135
4.250	123-177

Fisher Pivots for day following 23-May-2017
Pivot	1 day	3 day
R1	126-025	126-028
PP	126-002	126-003
S1	125-298	125-299

Download as Excel Spreadsheet

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

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