ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	125-200	125-155	-0-045	-0.1%	126-020
High	125-225	125-290	0-065	0.2%	126-020
Low	125-160	125-105	-0-055	-0.1%	125-045
Close	125-175	125-290	0-115	0.3%	125-195
Range	0-065	0-185	0-120	184.7%	0-295
ATR	0-124	0-129	0-004	3.5%	0-000
Volume	2,122	6,536	4,414	208.0%	15,950

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-143	127-082	126-072
R3	126-278	126-217	126-021
R2	126-093	126-093	126-004
R1	126-032	126-032	125-307	126-063
PP	125-228	125-228	125-228	125-244
S1	125-167	125-167	125-273	125-198
S2	125-043	125-043	125-256
S3	124-178	124-302	125-239
S4	123-313	124-117	125-188

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-118	127-292	126-037
R3	127-143	126-317	125-276
R2	126-168	126-168	125-249
R1	126-022	126-022	125-222	125-268
PP	125-193	125-193	125-193	125-156
S1	125-047	125-047	125-168	124-292
S2	124-218	124-218	125-141
S3	123-243	124-072	125-114
S4	122-268	123-097	125-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-290	125-045	0-245	0.6%	0-139	0.3%	100%	True	False	3,653
10	126-020	125-045	0-295	0.7%	0-128	0.3%	83%	False	False	3,170
20	126-020	124-140	1-200	1.3%	0-128	0.3%	90%	False	False	2,613
40	126-245	124-140	2-105	1.8%	0-111	0.3%	63%	False	False	1,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-116
2.618	127-134
1.618	126-269
1.000	126-155
0.618	126-084
HIGH	125-290
0.618	125-219
0.500	125-198
0.382	125-176
LOW	125-105
0.618	124-311
1.000	124-240
1.618	124-126
2.618	123-261
4.250	122-279

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	125-259	125-253
PP	125-228	125-217
S1	125-198	125-180

Download as Excel Spreadsheet

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

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