ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	123-125	123-215	0-090	0.2%	124-045
High	123-215	124-145	0-250	0.6%	124-140
Low	123-100	123-170	0-070	0.2%	123-100
Close	123-180	124-125	0-265	0.7%	123-210
Range	0-115	0-295	0-180	156.5%	1-040
ATR	0-163	0-173	0-009	5.8%	0-000
Volume	6,779	5,977	-802	-11.8%	79,166

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-285	126-180	124-287
R3	125-310	125-205	124-206
R2	125-015	125-015	124-179
R1	124-230	124-230	124-152	124-282
PP	124-040	124-040	124-040	124-066
S1	123-255	123-255	124-098	123-308
S2	123-065	123-065	124-071
S3	122-090	122-280	124-044
S4	121-115	121-305	123-283

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-057	126-173	124-088
R3	126-017	125-133	123-309
R2	124-297	124-297	123-276
R1	124-093	124-093	123-243	124-015
PP	123-257	123-257	123-257	123-218
S1	123-053	123-053	123-177	122-295
S2	122-217	122-217	123-144
S3	121-177	122-013	123-111
S4	120-137	120-293	123-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-145	123-100	1-045	0.9%	0-173	0.4%	95%	True	False	7,885
10	124-145	123-100	1-045	0.9%	0-150	0.4%	95%	True	False	21,246
20	125-215	123-100	2-115	1.9%	0-162	0.4%	46%	False	False	786,212
40	125-215	123-100	2-115	1.9%	0-173	0.4%	46%	False	False	1,110,413
60	125-215	122-205	3-010	2.4%	0-175	0.4%	58%	False	False	1,087,462
80	126-035	122-145	3-210	2.9%	0-188	0.5%	53%	False	False	1,125,484
100	130-140	122-145	7-315	6.4%	0-193	0.5%	24%	False	False	903,171
120	131-050	122-145	8-225	7.0%	0-177	0.4%	22%	False	False	752,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	128-119
2.618	126-277
1.618	125-302
1.000	125-120
0.618	125-007
HIGH	124-145
0.618	124-032
0.500	123-318
0.382	123-283
LOW	123-170
0.618	122-308
1.000	122-195
1.618	122-013
2.618	121-038
4.250	119-196

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	124-082	124-071
PP	124-040	124-017
S1	123-318	123-282

Download as Excel Spreadsheet

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

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