ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 17-Jul-2017

Day Change Summary
	Previous	Current
	14-Jul-2017	17-Jul-2017	Change	Change %	Previous Week
Open	125-040	125-080	0-040	0.1%	124-195
High	125-210	125-140	-0-070	-0.2%	125-210
Low	124-310	125-070	0-080	0.2%	124-165
Close	125-095	125-120	0-025	0.1%	125-095
Range	0-220	0-070	-0-150	-68.2%	1-045
ATR	0-128	0-124	-0-004	-3.2%	0-000
Volume	1,597	506	-1,091	-68.3%	12,258

Daily Pivots for day following 17-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-000	125-290	125-158
R3	125-250	125-220	125-139
R2	125-180	125-180	125-133
R1	125-150	125-150	125-126	125-165
PP	125-110	125-110	125-110	125-118
S1	125-080	125-080	125-114	125-095
S2	125-040	125-040	125-107
S3	124-290	125-010	125-101
S4	124-220	124-260	125-082

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-185	128-025	125-296
R3	127-140	126-300	125-195
R2	126-095	126-095	125-162
R1	125-255	125-255	125-128	126-015
PP	125-050	125-050	125-050	125-090
S1	124-210	124-210	125-062	124-290
S2	124-005	124-005	125-028
S3	122-280	123-165	124-315
S4	121-235	122-120	124-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-210	124-165	1-045	0.9%	0-135	0.3%	75%	False	False	2,206
10	125-210	124-140	1-070	1.0%	0-132	0.3%	77%	False	False	1,963
20	126-185	124-140	2-045	1.7%	0-118	0.3%	44%	False	False	1,214

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-117
2.618	126-003
1.618	125-253
1.000	125-210
0.618	125-183
HIGH	125-140
0.618	125-113
0.500	125-105
0.382	125-097
LOW	125-070
0.618	125-027
1.000	125-000
1.618	124-277
2.618	124-207
4.250	124-093

Fisher Pivots for day following 17-Jul-2017
Pivot	1 day	3 day
R1	125-115	125-109
PP	125-110	125-098
S1	125-105	125-088

Download as Excel Spreadsheet

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

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