ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 26-Jul-2017

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	126-045	125-160	-0-205	-0.5%	125-185
High	126-065	126-020	-0-045	-0.1%	126-120
Low	125-155	125-155	0-000	0.0%	125-180
Close	125-185	126-005	0-140	0.3%	126-100
Range	0-230	0-185	-0-045	-19.6%	0-260
ATR	0-138	0-141	0-003	2.4%	0-000
Volume	1,468,763	1,384,097	-84,666	-5.8%	5,009,340

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-188	127-122	126-107
R3	127-003	126-257	126-056
R2	126-138	126-138	126-039
R1	126-072	126-072	126-022	126-105
PP	125-273	125-273	125-273	125-290
S1	125-207	125-207	125-308	125-240
S2	125-088	125-088	125-291
S3	124-223	125-022	125-274
S4	124-038	124-157	125-223

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%	0-143	0.4%	60%	False	True	1,070,863
10	126-120	125-085	1-035	0.9%	0-139	0.3%	68%	False	False	1,129,872
20	126-120	124-255	1-185	1.3%	0-145	0.4%	77%	False	False	1,312,149
40	127-080	124-255	2-145	1.9%	0-138	0.3%	50%	False	False	1,249,347
60	127-080	124-120	2-280	2.3%	0-136	0.3%	57%	False	False	947,676
80	127-080	124-010	3-070	2.6%	0-144	0.4%	62%	False	False	711,238
100	127-080	122-020	5-060	4.1%	0-132	0.3%	76%	False	False	568,997

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-166
2.618	127-184
1.618	126-319
1.000	126-205
0.618	126-134
HIGH	126-020
0.618	125-269
0.500	125-248
0.382	125-226
LOW	125-155
0.618	125-041
1.000	124-290
1.618	124-176
2.618	123-311
4.250	123-009

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	125-299	125-316
PP	125-273	125-307
S1	125-248	125-298

Download as Excel Spreadsheet

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

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