ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	125-285	126-020	0-055	0.1%	125-080
High	126-010	126-020	0-010	0.0%	126-010
Low	125-225	125-245	0-020	0.0%	125-070
Close	125-315	125-265	-0-050	-0.1%	125-315
Range	0-105	0-095	-0-010	-9.5%	0-260
ATR	0-118	0-117	-0-002	-1.4%	0-000
Volume	1,891	2,548	657	34.7%	8,591

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-248	126-192	125-317
R3	126-153	126-097	125-291
R2	126-058	126-058	125-282
R1	126-002	126-002	125-274	125-302
PP	125-283	125-283	125-283	125-274
S1	125-227	125-227	125-256	125-207
S2	125-188	125-188	125-248
S3	125-093	125-132	125-239
S4	124-318	125-037	125-213

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	126-020	125-110	0-230	0.6%	0-101	0.3%	67%	True	False	2,126
10	126-020	124-165	1-175	1.2%	0-118	0.3%	85%	True	False	2,166
20	126-185	124-140	2-045	1.7%	0-121	0.3%	65%	False	False	1,647

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-104
2.618	126-269
1.618	126-174
1.000	126-115
0.618	126-079
HIGH	126-020
0.618	125-304
0.500	125-292
0.382	125-281
LOW	125-245
0.618	125-186
1.000	125-150
1.618	125-091
2.618	124-316
4.250	124-161

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	125-292	125-272
PP	125-283	125-270
S1	125-274	125-267

Download as Excel Spreadsheet

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

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