ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	123-085	123-110	0-025	0.1%	122-265
High	123-150	123-110	-0-040	-0.1%	123-150
Low	123-065	123-030	-0-035	-0.1%	122-260
Close	123-115	123-065	-0-050	-0.1%	123-115
Range	0-085	0-080	-0-005	-5.9%	0-210
ATR	0-200	0-192	-0-008	-4.1%	0-000
Volume	287,288	263,382	-23,906	-8.3%	3,203,342

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-308	123-267	123-109
R3	123-228	123-187	123-087
R2	123-148	123-148	123-080
R1	123-107	123-107	123-072	123-088
PP	123-068	123-068	123-068	123-059
S1	123-027	123-027	123-058	123-008
S2	122-308	122-308	123-050
S3	122-228	122-267	123-043
S4	122-148	122-187	123-021

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-058	124-297	123-231
R3	124-168	124-087	123-173
R2	123-278	123-278	123-154
R1	123-197	123-197	123-134	123-238
PP	123-068	123-068	123-068	123-089
S1	122-307	122-307	123-096	123-028
S2	122-178	122-178	123-077
S3	121-288	122-097	123-057
S4	121-078	121-207	122-319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-150	122-290	0-180	0.5%	0-109	0.3%	53%	False	False	490,270
10	124-135	122-145	1-310	1.6%	0-176	0.4%	38%	False	False	989,574
20	125-060	122-145	2-235	2.2%	0-195	0.5%	27%	False	False	1,205,319
40	130-140	122-145	7-315	6.5%	0-222	0.6%	9%	False	False	746,148
60	130-205	122-145	8-060	6.6%	0-189	0.5%	9%	False	False	497,788
80	131-050	122-145	8-225	7.1%	0-146	0.4%	9%	False	False	373,344

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	124-130
2.618	123-319
1.618	123-239
1.000	123-190
0.618	123-159
HIGH	123-110
0.618	123-079
0.500	123-070
0.382	123-061
LOW	123-030
0.618	122-301
1.000	122-270
1.618	122-221
2.618	122-141
4.250	122-010

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	123-070	123-083
PP	123-068	123-077
S1	123-067	123-071

Download as Excel Spreadsheet

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

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