ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 18-Jul-2017

Day Change Summary
	Previous	Current
	17-Jul-2017	18-Jul-2017	Change	Change %	Previous Week
Open	125-080	125-135	0-055	0.1%	124-195
High	125-140	125-260	0-120	0.3%	125-210
Low	125-070	125-110	0-040	0.1%	124-165
Close	125-120	125-245	0-125	0.3%	125-095
Range	0-070	0-150	0-080	114.3%	1-045
ATR	0-124	0-126	0-002	1.5%	0-000
Volume	506	990	484	95.7%	12,258

Daily Pivots for day following 18-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-015	126-280	126-007
R3	126-185	126-130	125-286
R2	126-035	126-035	125-272
R1	125-300	125-300	125-259	126-007
PP	125-205	125-205	125-205	125-219
S1	125-150	125-150	125-231	125-178
S2	125-055	125-055	125-217
S3	124-225	125-000	125-204
S4	124-075	124-170	125-163

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	125-260	124-270	0-310	0.8%	0-145	0.4%	95%	True	False	1,501
10	125-260	124-140	1-120	1.1%	0-129	0.3%	97%	True	False	2,056
20	126-185	124-140	2-045	1.7%	0-119	0.3%	62%	False	False	1,252

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	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-257
2.618	127-013
1.618	126-183
1.000	126-090
0.618	126-033
HIGH	125-260
0.618	125-203
0.500	125-185
0.382	125-167
LOW	125-110
0.618	125-017
1.000	124-280
1.618	124-187
2.618	124-037
4.250	123-113

Fisher Pivots for day following 18-Jul-2017
Pivot	1 day	3 day
R1	125-225	125-205
PP	125-205	125-165
S1	125-185	125-125

Download as Excel Spreadsheet

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

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