ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	126-055	126-020	-0-035	-0.1%	125-305
High	126-140	126-140	0-000	0.0%	126-245
Low	126-015	126-020	0-005	0.0%	125-305
Close	126-045	126-140	0-095	0.2%	126-140
Range	0-125	0-120	-0-005	-4.0%	0-260
ATR	0-103	0-104	0-001	1.2%	0-000
Volume	236	1,622	1,386	587.3%	61

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-140	127-100	126-206
R3	127-020	126-300	126-173
R2	126-220	126-220	126-162
R1	126-180	126-180	126-151	126-200
PP	126-100	126-100	126-100	126-110
S1	126-060	126-060	126-129	126-080
S2	125-300	125-300	126-118
S3	125-180	125-260	126-107
S4	125-060	125-140	126-074

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-263	128-142	126-283
R3	128-003	127-202	126-212
R2	127-063	127-063	126-188
R1	126-262	126-262	126-164	127-002
PP	126-123	126-123	126-123	126-154
S1	126-002	126-002	126-116	126-062
S2	125-183	125-183	126-092
S3	124-243	125-062	126-068
S4	123-303	124-122	125-317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-245	126-015	0-230	0.6%	0-110	0.3%	54%	False	False	383
10	126-245	125-235	1-010	0.8%	0-092	0.2%	68%	False	False	192

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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-010
2.618	127-134
1.618	127-014
1.000	126-260
0.618	126-214
HIGH	126-140
0.618	126-094
0.500	126-080
0.382	126-066
LOW	126-020
0.618	125-266
1.000	125-220
1.618	125-146
2.618	125-026
4.250	124-150

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	126-120	126-124
PP	126-100	126-108
S1	126-080	126-093

Download as Excel Spreadsheet

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

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