ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	126-005	126-025	0-020	0.0%	125-185
High	126-085	126-120	0-035	0.1%	126-120
Low	125-310	126-010	0-020	0.0%	125-180
Close	126-020	126-100	0-080	0.2%	126-100
Range	0-095	0-110	0-015	15.8%	0-260
ATR	0-135	0-134	-0-002	-1.3%	0-000
Volume	1,162,716	757,684	-405,032	-34.8%	5,009,340

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-087	127-043	126-160
R3	126-297	126-253	126-130
R2	126-187	126-187	126-120
R1	126-143	126-143	126-110	126-165
PP	126-077	126-077	126-077	126-088
S1	126-033	126-033	126-090	126-055
S2	125-287	125-287	126-080
S3	125-177	125-243	126-070
S4	125-067	125-133	126-040

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-167	128-073	126-243
R3	127-227	127-133	126-172
R2	126-287	126-287	126-148
R1	126-193	126-193	126-124	126-240
PP	126-027	126-027	126-027	126-050
S1	125-253	125-253	126-076	125-300
S2	125-087	125-087	126-052
S3	124-147	124-313	126-028
S4	123-207	124-053	125-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-120	125-180	0-260	0.6%	0-105	0.3%	92%	True	False	1,001,868
10	126-120	124-275	1-165	1.2%	0-128	0.3%	96%	True	False	1,145,209
20	126-290	124-255	2-035	1.7%	0-139	0.3%	72%	False	False	1,299,550
40	127-080	124-255	2-145	1.9%	0-133	0.3%	62%	False	False	1,273,417
60	127-080	124-120	2-280	2.3%	0-134	0.3%	67%	False	False	890,577
80	127-080	123-235	3-165	2.8%	0-142	0.4%	73%	False	False	668,314
100	127-080	122-020	5-060	4.1%	0-128	0.3%	82%	False	False	534,658

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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-267
2.618	127-088
1.618	126-298
1.000	126-230
0.618	126-188
HIGH	126-120
0.618	126-078
0.500	126-065
0.382	126-052
LOW	126-010
0.618	125-262
1.000	125-220
1.618	125-152
2.618	125-042
4.250	124-183

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	126-088	126-084
PP	126-077	126-068
S1	126-065	126-052

Download as Excel Spreadsheet

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

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