ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 21-Dec-2016

Day Change Summary
	Previous	Current
	20-Dec-2016	21-Dec-2016	Change	Change %	Previous Week
Open	123-090	123-070	-0-020	-0.1%	123-285
High	123-115	123-120	0-005	0.0%	124-135
Low	122-290	123-005	0-035	0.1%	122-145
Close	123-040	123-095	0-055	0.1%	122-265
Range	0-145	0-115	-0-030	-20.7%	1-310
ATR	0-223	0-215	-0-008	-3.5%	0-000
Volume	804,891	510,265	-294,626	-36.6%	7,847,519

Daily Pivots for day following 21-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-098	124-052	123-158
R3	123-303	123-257	123-127
R2	123-188	123-188	123-116
R1	123-142	123-142	123-106	123-165
PP	123-073	123-073	123-073	123-085
S1	123-027	123-027	123-084	123-050
S2	122-278	122-278	123-074
S3	122-163	122-232	123-063
S4	122-048	122-117	123-032

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-045	127-305	123-292
R3	127-055	125-315	123-118
R2	125-065	125-065	123-060
R1	124-005	124-005	123-003	123-200
PP	123-075	123-075	123-075	123-012
S1	122-015	122-015	122-207	121-210
S2	121-085	121-085	122-149
S3	119-095	120-025	122-092
S4	117-105	118-035	121-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-135	122-145	0-310	0.8%	0-169	0.4%	87%	False	False	1,148,821
10	124-280	122-145	2-135	2.0%	0-211	0.5%	35%	False	False	1,302,336
20	125-080	122-145	2-255	2.3%	0-213	0.5%	30%	False	False	1,353,424
40	130-140	122-145	7-315	6.5%	0-226	0.6%	11%	False	False	717,886
60	131-050	122-145	8-225	7.1%	0-189	0.5%	10%	False	False	478,855
80	131-050	122-145	8-225	7.1%	0-142	0.4%	10%	False	False	359,141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-289
2.618	124-101
1.618	123-306
1.000	123-235
0.618	123-191
HIGH	123-120
0.618	123-076
0.500	123-062
0.382	123-049
LOW	123-005
0.618	122-254
1.000	122-210
1.618	122-139
2.618	122-024
4.250	121-156

Fisher Pivots for day following 21-Dec-2016
Pivot	1 day	3 day
R1	123-084	123-076
PP	123-073	123-057
S1	123-062	123-038

Download as Excel Spreadsheet

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

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