ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	127-000	126-210	-0-110	-0.3%	126-180
High	127-030	126-295	-0-055	-0.1%	127-175
Low	126-190	126-180	-0-010	0.0%	126-145
Close	126-210	126-295	0-085	0.2%	126-295
Range	0-160	0-115	-0-045	-28.1%	1-030
ATR	0-138	0-137	-0-002	-1.2%	0-000
Volume	8,631	7,918	-713	-8.3%	43,090

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-282	127-243	127-038
R3	127-167	127-128	127-007
R2	127-052	127-052	126-316
R1	127-013	127-013	126-306	127-033
PP	126-257	126-257	126-257	126-266
S1	126-218	126-218	126-284	126-238
S2	126-142	126-142	126-274
S3	126-027	126-103	126-263
S4	125-232	125-308	126-232

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	126-180	0-315	0.8%	0-167	0.4%	37%	False	True	8,650
10	127-175	126-135	1-040	0.9%	0-133	0.3%	44%	False	False	10,951
20	127-175	125-245	1-250	1.4%	0-127	0.3%	65%	False	False	537,445
40	127-175	124-230	2-265	2.2%	0-135	0.3%	78%	False	False	936,173
60	127-175	124-065	3-110	2.6%	0-150	0.4%	81%	False	False	1,059,226
80	127-175	122-205	4-290	3.9%	0-153	0.4%	87%	False	False	1,118,467
100	127-175	122-205	4-290	3.9%	0-154	0.4%	87%	False	False	956,384
120	127-175	122-205	4-290	3.9%	0-159	0.4%	87%	False	False	797,319

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

Fibonacci Retracements and Extensions
4.250	128-144
2.618	127-276
1.618	127-161
1.000	127-090
0.618	127-046
HIGH	126-295
0.618	126-251
0.500	126-238
0.382	126-224
LOW	126-180
0.618	126-109
1.000	126-065
1.618	125-314
2.618	125-199
4.250	125-011

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	126-276	126-285
PP	126-257	126-275
S1	126-238	126-265

Download as Excel Spreadsheet

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

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