ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	126-025	126-090	0-065	0.2%	125-185
High	126-120	126-120	0-000	0.0%	126-120
Low	126-010	126-025	0-015	0.0%	125-180
Close	126-100	126-050	-0-050	-0.1%	126-100
Range	0-110	0-095	-0-015	-13.6%	0-260
ATR	0-134	0-131	-0-003	-2.1%	0-000
Volume	757,684	581,057	-176,627	-23.3%	5,009,340

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-030	126-295	126-102
R3	126-255	126-200	126-076
R2	126-160	126-160	126-067
R1	126-105	126-105	126-059	126-085
PP	126-065	126-065	126-065	126-055
S1	126-010	126-010	126-041	125-310
S2	125-290	125-290	126-033
S3	125-195	125-235	126-024
S4	125-100	125-140	125-318

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	125-215	0-225	0.6%	0-107	0.3%	69%	True	False	960,411
10	126-120	124-280	1-160	1.2%	0-128	0.3%	85%	True	False	1,114,657
20	126-290	124-255	2-035	1.7%	0-141	0.3%	64%	False	False	1,292,893
40	127-080	124-255	2-145	1.9%	0-134	0.3%	55%	False	False	1,250,944
60	127-080	124-120	2-280	2.3%	0-134	0.3%	62%	False	False	900,217
80	127-080	123-245	3-155	2.8%	0-142	0.4%	69%	False	False	675,577
100	127-080	122-020	5-060	4.1%	0-128	0.3%	79%	False	False	540,468

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-204
2.618	127-049
1.618	126-274
1.000	126-215
0.618	126-179
HIGH	126-120
0.618	126-084
0.500	126-072
0.382	126-061
LOW	126-025
0.618	125-286
1.000	125-250
1.618	125-191
2.618	125-096
4.250	124-261

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	126-072	126-055
PP	126-065	126-053
S1	126-058	126-052

Download as Excel Spreadsheet

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

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