ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 22-Dec-2016

Day Change Summary
	Previous	Current
	21-Dec-2016	22-Dec-2016	Change	Change %	Previous Week
Open	123-070	123-115	0-045	0.1%	123-285
High	123-120	123-135	0-015	0.0%	124-135
Low	123-005	123-015	0-010	0.0%	122-145
Close	123-095	123-085	-0-010	0.0%	122-265
Range	0-115	0-120	0-005	4.3%	1-310
ATR	0-215	0-209	-0-007	-3.2%	0-000
Volume	510,265	585,524	75,259	14.7%	7,847,519

Daily Pivots for day following 22-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-118	124-062	123-151
R3	123-318	123-262	123-118
R2	123-198	123-198	123-107
R1	123-142	123-142	123-096	123-110
PP	123-078	123-078	123-078	123-063
S1	123-022	123-022	123-074	122-310
S2	122-278	122-278	123-063
S3	122-158	122-222	123-052
S4	122-038	122-102	123-019

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	122-205	0-250	0.6%	0-149	0.4%	80%	True	False	848,105
10	124-180	122-145	2-035	1.7%	0-202	0.5%	39%	False	False	1,222,983
20	125-060	122-145	2-235	2.2%	0-202	0.5%	30%	False	False	1,311,979
40	130-140	122-145	7-315	6.5%	0-226	0.6%	10%	False	False	732,522
60	131-050	122-145	8-225	7.1%	0-191	0.5%	9%	False	False	488,613
80	131-050	122-145	8-225	7.1%	0-144	0.4%	9%	False	False	366,460

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-005
2.618	124-129
1.618	124-009
1.000	123-255
0.618	123-209
HIGH	123-135
0.618	123-089
0.500	123-075
0.382	123-061
LOW	123-015
0.618	122-261
1.000	122-215
1.618	122-141
2.618	122-021
4.250	121-145

Fisher Pivots for day following 22-Dec-2016
Pivot	1 day	3 day
R1	123-082	123-074
PP	123-078	123-063
S1	123-075	123-053

Download as Excel Spreadsheet

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

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