ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	125-220	125-285	0-065	0.2%	125-080
High	125-295	126-010	0-035	0.1%	126-010
Low	125-205	125-225	0-020	0.0%	125-070
Close	125-230	125-315	0-085	0.2%	125-315
Range	0-090	0-105	0-015	16.7%	0-260
ATR	0-119	0-118	-0-001	-0.8%	0-000
Volume	1,833	1,891	58	3.2%	8,591

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-285	126-245	126-053
R3	126-180	126-140	126-024
R2	126-075	126-075	126-014
R1	126-035	126-035	126-005	126-055
PP	125-290	125-290	125-290	125-300
S1	125-250	125-250	125-305	125-270
S2	125-185	125-185	125-296
S3	125-080	125-145	125-286
S4	124-295	125-040	125-257

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-058	127-287	126-138
R3	127-118	127-027	126-067
R2	126-178	126-178	126-043
R1	126-087	126-087	126-019	126-133
PP	125-238	125-238	125-238	125-261
S1	125-147	125-147	125-291	125-193
S2	124-298	124-298	125-267
S3	124-038	124-207	125-244
S4	123-098	123-267	125-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-010	125-070	0-260	0.6%	0-096	0.2%	94%	True	False	1,718
10	126-010	124-165	1-165	1.2%	0-114	0.3%	97%	True	False	2,084
20	126-185	124-140	2-045	1.7%	0-118	0.3%	72%	False	False	1,520

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	0-025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-136
2.618	126-285
1.618	126-180
1.000	126-115
0.618	126-075
HIGH	126-010
0.618	125-290
0.500	125-278
0.382	125-265
LOW	125-225
0.618	125-160
1.000	125-120
1.618	125-055
2.618	124-270
4.250	124-099

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	125-303	125-298
PP	125-290	125-282
S1	125-278	125-265

Download as Excel Spreadsheet

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

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