ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	125-305	125-260	-0-045	-0.1%	126-090
High	126-015	125-315	-0-020	0.0%	126-120
Low	125-210	125-175	-0-035	-0.1%	125-155
Close	125-265	125-305	0-040	0.1%	125-305
Range	0-125	0-140	0-015	12.0%	0-285
ATR	0-140	0-140	0-000	0.0%	0-000
Volume	1,528,350	1,232,783	-295,567	-19.3%	6,195,050

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-045	126-315	126-062
R3	126-225	126-175	126-023
R2	126-085	126-085	126-011
R1	126-035	126-035	125-318	126-060
PP	125-265	125-265	125-265	125-278
S1	125-215	125-215	125-292	125-240
S2	125-125	125-125	125-279
S3	124-305	125-075	125-266
S4	124-165	124-255	125-228

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-195	128-055	126-142
R3	127-230	127-090	126-063
R2	126-265	126-265	126-037
R1	126-125	126-125	126-011	126-052
PP	125-300	125-300	125-300	125-264
S1	125-160	125-160	125-279	125-088
S2	125-015	125-015	125-253
S3	124-050	124-195	125-227
S4	123-085	123-230	125-148

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%	0-155	0.4%	53%	False	False	1,239,010
10	126-120	125-155	0-285	0.7%	0-130	0.3%	53%	False	False	1,120,439
20	126-120	124-255	1-185	1.3%	0-141	0.3%	73%	False	False	1,264,266
40	127-080	124-255	2-145	1.9%	0-140	0.3%	47%	False	False	1,251,236
60	127-080	124-120	2-280	2.3%	0-136	0.3%	55%	False	False	993,507
80	127-080	124-090	2-310	2.4%	0-143	0.4%	56%	False	False	745,737
100	127-080	122-020	5-060	4.1%	0-135	0.3%	75%	False	False	596,608

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 2 trading days

Fibonacci Retracements and Extensions
4.250	127-270
2.618	127-042
1.618	126-222
1.000	126-135
0.618	126-082
HIGH	125-315
0.618	125-262
0.500	125-245
0.382	125-228
LOW	125-175
0.618	125-088
1.000	125-035
1.618	124-268
2.618	124-128
4.250	123-220

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	125-285	125-286
PP	125-265	125-267
S1	125-245	125-248

Download as Excel Spreadsheet

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

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