ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	123-110	123-060	-0-050	-0.1%	122-265
High	123-110	123-220	0-110	0.3%	123-150
Low	123-030	123-050	0-020	0.1%	122-260
Close	123-065	123-205	0-140	0.4%	123-115
Range	0-080	0-170	0-090	112.5%	0-210
ATR	0-192	0-190	-0-002	-0.8%	0-000
Volume	263,382	624,846	361,464	137.2%	3,203,342

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-028	124-287	123-298
R3	124-178	124-117	123-252
R2	124-008	124-008	123-236
R1	123-267	123-267	123-221	123-297
PP	123-158	123-158	123-158	123-174
S1	123-097	123-097	123-189	123-128
S2	122-308	122-308	123-174
S3	122-138	122-247	123-158
S4	121-288	122-077	123-112

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	123-220	123-005	0-215	0.5%	0-114	0.3%	93%	True	False	454,261
10	124-135	122-145	1-310	1.6%	0-177	0.4%	60%	False	False	926,917
20	125-060	122-145	2-235	2.2%	0-196	0.5%	43%	False	False	1,180,090
40	130-140	122-145	7-315	6.5%	0-225	0.6%	15%	False	False	761,693
60	130-150	122-145	8-005	6.5%	0-191	0.5%	15%	False	False	508,202
80	131-050	122-145	8-225	7.0%	0-148	0.4%	14%	False	False	381,154

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-302
2.618	125-025
1.618	124-175
1.000	124-070
0.618	124-005
HIGH	123-220
0.618	123-155
0.500	123-135
0.382	123-115
LOW	123-050
0.618	122-265
1.000	122-200
1.618	122-095
2.618	121-245
4.250	120-288

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	123-182	123-178
PP	123-158	123-152
S1	123-135	123-125

Download as Excel Spreadsheet

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

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