ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 25-Jul-2017

Day Change Summary
	Previous	Current
	24-Jul-2017	25-Jul-2017	Change	Change %	Previous Week
Open	126-090	126-045	-0-045	-0.1%	125-185
High	126-120	126-065	-0-055	-0.1%	126-120
Low	126-025	125-155	-0-190	-0.5%	125-180
Close	126-050	125-185	-0-185	-0.5%	126-100
Range	0-095	0-230	0-135	142.1%	0-260
ATR	0-131	0-138	0-007	5.4%	0-000
Volume	581,057	1,468,763	887,706	152.8%	5,009,340

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-292	127-148	125-311
R3	127-062	126-238	125-248
R2	126-152	126-152	125-227
R1	126-008	126-008	125-206	125-285
PP	125-242	125-242	125-242	125-220
S1	125-098	125-098	125-164	125-055
S2	125-012	125-012	125-143
S3	124-102	124-188	125-122
S4	123-192	123-278	125-059

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	125-155	0-285	0.7%	0-121	0.3%	11%	False	True	975,579
10	126-120	125-045	1-075	1.0%	0-140	0.3%	35%	False	False	1,153,731
20	126-270	124-255	2-015	1.6%	0-147	0.4%	38%	False	False	1,324,251
40	127-080	124-255	2-145	2.0%	0-137	0.3%	32%	False	False	1,253,353
60	127-080	124-120	2-280	2.3%	0-135	0.3%	42%	False	False	924,626
80	127-080	123-250	3-150	2.8%	0-143	0.4%	52%	False	False	693,936
100	127-080	122-020	5-060	4.1%	0-130	0.3%	68%	False	False	555,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	129-082
2.618	128-027
1.618	127-117
1.000	126-295
0.618	126-207
HIGH	126-065
0.618	125-297
0.500	125-270
0.382	125-243
LOW	125-155
0.618	125-013
1.000	124-245
1.618	124-103
2.618	123-193
4.250	122-138

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	125-270	125-298
PP	125-242	125-260
S1	125-213	125-222

Download as Excel Spreadsheet

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

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