ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	125-260	125-295	0-035	0.1%	126-090
High	125-315	126-015	0-020	0.0%	126-120
Low	125-175	125-265	0-090	0.2%	125-155
Close	125-305	125-285	-0-020	0.0%	125-305
Range	0-140	0-070	-0-070	-50.0%	0-285
ATR	0-140	0-135	-0-005	-3.6%	0-000
Volume	1,232,783	1,032,988	-199,795	-16.2%	6,195,050

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-185	126-145	126-004
R3	126-115	126-075	125-304
R2	126-045	126-045	125-298
R1	126-005	126-005	125-291	125-310
PP	125-295	125-295	125-295	125-287
S1	125-255	125-255	125-279	125-240
S2	125-225	125-225	125-272
S3	125-155	125-185	125-266
S4	125-085	125-115	125-246

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	126-065	125-155	0-230	0.6%	0-150	0.4%	57%	False	False	1,329,396
10	126-120	125-155	0-285	0.7%	0-128	0.3%	46%	False	False	1,144,903
20	126-120	124-255	1-185	1.3%	0-137	0.3%	69%	False	False	1,221,532
40	127-080	124-255	2-145	1.9%	0-136	0.3%	45%	False	False	1,237,743
60	127-080	124-120	2-280	2.3%	0-135	0.3%	53%	False	False	1,010,633
80	127-080	124-090	2-310	2.4%	0-141	0.4%	54%	False	False	758,643
100	127-080	122-020	5-060	4.1%	0-136	0.3%	74%	False	False	606,938

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-023
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	126-313
2.618	126-198
1.618	126-128
1.000	126-085
0.618	126-058
HIGH	126-015
0.618	125-308
0.500	125-300
0.382	125-292
LOW	125-265
0.618	125-222
1.000	125-195
1.618	125-152
2.618	125-082
4.250	124-287

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	125-300	125-275
PP	125-295	125-265
S1	125-290	125-255

Download as Excel Spreadsheet

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

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