ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 19-Jul-2017

Day Change Summary
	Previous	Current
	18-Jul-2017	19-Jul-2017	Change	Change %	Previous Week
Open	125-135	125-215	0-080	0.2%	124-195
High	125-260	125-265	0-005	0.0%	125-210
Low	125-110	125-200	0-090	0.2%	124-165
Close	125-245	125-225	-0-020	0.0%	125-095
Range	0-150	0-065	-0-085	-56.7%	1-045
ATR	0-126	0-121	-0-004	-3.5%	0-000
Volume	990	3,371	2,381	240.5%	12,258

Daily Pivots for day following 19-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-105	126-070	125-261
R3	126-040	126-005	125-243
R2	125-295	125-295	125-237
R1	125-260	125-260	125-231	125-277
PP	125-230	125-230	125-230	125-239
S1	125-195	125-195	125-219	125-212
S2	125-165	125-165	125-213
S3	125-100	125-130	125-207
S4	125-035	125-065	125-189

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	125-265	124-285	0-300	0.7%	0-126	0.3%	87%	True	False	1,534
10	125-265	124-140	1-125	1.1%	0-120	0.3%	91%	True	False	2,252
20	126-185	124-140	2-045	1.7%	0-116	0.3%	59%	False	False	1,339

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	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-221
2.618	126-115
1.618	126-050
1.000	126-010
0.618	125-305
HIGH	125-265
0.618	125-240
0.500	125-232
0.382	125-225
LOW	125-200
0.618	125-160
1.000	125-135
1.618	125-095
2.618	125-030
4.250	124-244

Fisher Pivots for day following 19-Jul-2017
Pivot	1 day	3 day
R1	125-232	125-206
PP	125-230	125-187
S1	125-227	125-168

Download as Excel Spreadsheet

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

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