ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	125-010	124-300	-0-030	-0.1%	126-185
High	125-075	125-035	-0-040	-0.1%	126-185
Low	124-220	124-200	-0-020	-0.1%	125-045
Close	124-240	124-275	0-035	0.1%	125-060
Range	0-175	0-155	-0-020	-11.4%	1-140
ATR	0-116	0-118	0-003	2.4%	0-000
Volume	66	1,409	1,343	2,034.8%	2,673

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-102	126-023	125-040
R3	125-267	125-188	124-318
R2	125-112	125-112	124-303
R1	125-033	125-033	124-289	124-315
PP	124-277	124-277	124-277	124-258
S1	124-198	124-198	124-261	124-160
S2	124-122	124-122	124-247
S3	123-287	124-043	124-232
S4	123-132	123-208	124-190

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-303	129-002	125-313
R3	128-163	127-182	125-186
R2	127-023	127-023	125-144
R1	126-042	126-042	125-102	125-282
PP	125-203	125-203	125-203	125-164
S1	124-222	124-222	125-018	124-142
S2	124-063	124-063	124-296
S3	122-243	123-082	124-254
S4	121-103	121-262	124-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-285	124-200	1-085	1.0%	0-129	0.3%	19%	False	True	779
10	126-185	124-200	1-305	1.6%	0-112	0.3%	12%	False	True	427
20	126-245	124-200	2-045	1.7%	0-102	0.3%	11%	False	True	309

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-054
2.618	126-121
1.618	125-286
1.000	125-190
0.618	125-131
HIGH	125-035
0.618	124-296
0.500	124-278
0.382	124-259
LOW	124-200
0.618	124-104
1.000	124-045
1.618	123-269
2.618	123-114
4.250	122-181

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	124-278	125-025
PP	124-277	125-002
S1	124-276	124-298

Download as Excel Spreadsheet

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

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