ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 19-Jun-2017

Day Change Summary
	Previous	Current
	16-Jun-2017	19-Jun-2017	Change	Change %	Previous Week
Open	126-265	127-000	0-055	0.1%	126-180
High	127-020	127-030	0-010	0.0%	127-175
Low	126-230	126-190	-0-040	-0.1%	126-145
Close	126-295	126-210	-0-085	-0.2%	126-295
Range	0-110	0-160	0-050	45.5%	1-030
ATR	0-137	0-138	0-002	1.2%	0-000
Volume	7,023	8,631	1,608	22.9%	43,090

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-090	127-310	126-298
R3	127-250	127-150	126-254
R2	127-090	127-090	126-239
R1	126-310	126-310	126-225	126-280
PP	126-250	126-250	126-250	126-235
S1	126-150	126-150	126-195	126-120
S2	126-090	126-090	126-181
S3	125-250	125-310	126-166
S4	125-090	125-150	126-122

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	130-082	129-218	127-168
R3	129-052	128-188	127-071
R2	128-022	128-022	127-039
R1	127-158	127-158	127-007	127-250
PP	126-312	126-312	126-312	127-038
S1	126-128	126-128	126-263	126-220
S2	125-282	125-282	126-231
S3	124-252	125-098	126-199
S4	123-222	124-068	126-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-175	126-145	1-030	0.9%	0-156	0.4%	19%	False	False	8,750
10	127-175	126-135	1-040	0.9%	0-134	0.3%	21%	False	False	13,596
20	127-175	125-245	1-250	1.4%	0-125	0.3%	50%	False	False	586,351
40	127-175	124-230	2-265	2.2%	0-137	0.3%	69%	False	False	974,676
60	127-175	124-065	3-110	2.6%	0-150	0.4%	73%	False	False	1,075,834
80	127-175	122-205	4-290	3.9%	0-154	0.4%	82%	False	False	1,139,667
100	127-175	122-205	4-290	3.9%	0-155	0.4%	82%	False	False	956,406
120	127-175	122-180	4-315	3.9%	0-158	0.4%	82%	False	False	797,253

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	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-070
2.618	128-129
1.618	127-289
1.000	127-190
0.618	127-129
HIGH	127-030
0.618	126-289
0.500	126-270
0.382	126-251
LOW	126-190
0.618	126-091
1.000	126-030
1.618	125-251
2.618	125-091
4.250	124-150

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	126-270	126-293
PP	126-250	126-265
S1	126-230	126-238

Download as Excel Spreadsheet

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

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