ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	123-060	123-205	0-145	0.4%	122-265
High	123-220	124-025	0-125	0.3%	123-150
Low	123-050	123-195	0-145	0.4%	122-260
Close	123-205	123-300	0-095	0.2%	123-115
Range	0-170	0-150	-0-020	-11.8%	0-210
ATR	0-190	0-187	-0-003	-1.5%	0-000
Volume	624,846	766,254	141,408	22.6%	3,203,342

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-090	125-025	124-062
R3	124-260	124-195	124-021
R2	124-110	124-110	124-007
R1	124-045	124-045	123-314	124-077
PP	123-280	123-280	123-280	123-296
S1	123-215	123-215	123-286	123-248
S2	123-130	123-130	123-273
S3	122-300	123-065	123-259
S4	122-150	122-235	123-218

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	124-025	123-015	1-010	0.8%	0-121	0.3%	86%	True	False	505,458
10	124-025	122-145	1-200	1.3%	0-145	0.4%	91%	True	False	827,140
20	125-020	122-145	2-195	2.1%	0-188	0.5%	57%	False	False	1,105,087
40	130-140	122-145	7-315	6.4%	0-224	0.6%	19%	False	False	780,726
60	130-140	122-145	7-315	6.4%	0-190	0.5%	19%	False	False	520,959
80	131-050	122-145	8-225	7.0%	0-150	0.4%	17%	False	False	390,732

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-022
2.618	125-098
1.618	124-268
1.000	124-175
0.618	124-118
HIGH	124-025
0.618	123-288
0.500	123-270
0.382	123-252
LOW	123-195
0.618	123-102
1.000	123-045
1.618	122-272
2.618	122-122
4.250	121-198

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	123-290	123-263
PP	123-280	123-225
S1	123-270	123-188

Download as Excel Spreadsheet

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

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