ECBOT 10 Year T-Note Future September 2017

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

Day Change Summary
	Previous	Current
	19-Jul-2017	20-Jul-2017	Change	Change %	Previous Week
Open	126-035	126-005	-0-030	-0.1%	124-290
High	126-060	126-085	0-025	0.1%	126-010
Low	125-305	125-310	0-005	0.0%	124-275
Close	126-015	126-020	0-005	0.0%	125-215
Range	0-075	0-095	0-020	26.6%	1-055
ATR	0-139	0-135	-0-003	-2.2%	0-000
Volume	907,676	1,162,716	255,040	28.1%	6,442,753

Daily Pivots for day following 20-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-317	126-263	126-072
R3	126-222	126-168	126-046
R2	126-127	126-127	126-037
R1	126-073	126-073	126-029	126-100
PP	126-032	126-032	126-032	126-045
S1	125-298	125-298	126-011	126-005
S2	125-257	125-257	126-003
S3	125-162	125-203	125-314
S4	125-067	125-108	125-288

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-012	128-168	126-101
R3	127-277	127-113	125-318
R2	126-222	126-222	125-284
R1	126-058	126-058	125-249	126-140
PP	125-167	125-167	125-167	125-208
S1	125-003	125-003	125-181	125-085
S2	124-112	124-112	125-146
S3	123-057	123-268	125-112
S4	122-002	122-213	125-009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-085	125-105	0-300	0.7%	0-128	0.3%	78%	True	False	1,169,412
10	126-085	124-255	1-150	1.2%	0-127	0.3%	86%	True	False	1,220,394
20	126-290	124-255	2-035	1.7%	0-137	0.3%	60%	False	False	1,305,896
40	127-080	124-255	2-145	1.9%	0-134	0.3%	52%	False	False	1,283,104
60	127-080	124-120	2-280	2.3%	0-134	0.3%	59%	False	False	878,023
80	127-080	123-235	3-165	2.8%	0-143	0.4%	66%	False	False	658,843
100	127-080	122-020	5-060	4.1%	0-126	0.3%	77%	False	False	527,081

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-169
2.618	127-014
1.618	126-239
1.000	126-180
0.618	126-144
HIGH	126-085
0.618	126-049
0.500	126-038
0.382	126-026
LOW	125-310
0.618	125-251
1.000	125-215
1.618	125-156
2.618	125-061
4.250	124-226

Fisher Pivots for day following 20-Jul-2017
Pivot	1 day	3 day
R1	126-038	126-010
PP	126-032	126-000
S1	126-026	125-310

Download as Excel Spreadsheet

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

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