ECBOT 10 Year T-Note Future December 2017

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

Day Change Summary
	Previous	Current
	19-Jul-2017	20-Jul-2017	Change	Change %	Previous Week
Open	125-215	125-220	0-005	0.0%	124-195
High	125-265	125-295	0-030	0.1%	125-210
Low	125-200	125-205	0-005	0.0%	124-165
Close	125-225	125-230	0-005	0.0%	125-095
Range	0-065	0-090	0-025	38.5%	1-045
ATR	0-121	0-119	-0-002	-1.8%	0-000
Volume	3,371	1,833	-1,538	-45.6%	12,258

Daily Pivots for day following 20-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-193	126-142	125-280
R3	126-103	126-052	125-255
R2	126-013	126-013	125-247
R1	125-282	125-282	125-238	125-308
PP	125-243	125-243	125-243	125-256
S1	125-192	125-192	125-222	125-218
S2	125-153	125-153	125-214
S3	125-063	125-102	125-205
S4	124-293	125-012	125-181

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	125-295	124-310	0-305	0.8%	0-119	0.3%	79%	True	False	1,659
10	125-295	124-140	1-155	1.2%	0-112	0.3%	86%	True	False	2,027
20	126-185	124-140	2-045	1.7%	0-116	0.3%	60%	False	False	1,430

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-038
2.618	126-211
1.618	126-121
1.000	126-065
0.618	126-031
HIGH	125-295
0.618	125-261
0.500	125-250
0.382	125-239
LOW	125-205
0.618	125-149
1.000	125-115
1.618	125-059
2.618	124-289
4.250	124-142

Fisher Pivots for day following 20-Jul-2017
Pivot	1 day	3 day
R1	125-250	125-221
PP	125-243	125-212
S1	125-237	125-203

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols