ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	123-310	124-040	0-050	0.1%	123-110
High	124-105	124-075	-0-030	-0.1%	124-105
Low	123-275	123-185	-0-090	-0.2%	123-030
Close	124-090	124-035	-0-055	-0.1%	124-090
Range	0-150	0-210	0-060	40.0%	1-075
ATR	0-184	0-187	0-003	1.6%	0-000
Volume	786,367	1,442,195	655,828	83.4%	2,440,849

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-302	125-218	124-151
R3	125-092	125-008	124-093
R2	124-202	124-202	124-074
R1	124-118	124-118	124-054	124-055
PP	123-312	123-312	123-312	123-280
S1	123-228	123-228	124-016	123-165
S2	123-102	123-102	123-317
S3	122-212	123-018	123-297
S4	122-002	122-128	123-239

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-193	127-057	124-307
R3	126-118	125-302	124-199
R2	125-043	125-043	124-162
R1	124-227	124-227	124-126	124-295
PP	123-288	123-288	123-288	124-003
S1	123-152	123-152	124-054	123-220
S2	122-213	122-213	124-018
S3	121-138	122-077	123-301
S4	120-063	121-002	123-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-105	123-030	1-075	1.0%	0-152	0.4%	82%	False	False	776,608
10	124-105	122-260	1-165	1.2%	0-142	0.4%	86%	False	False	708,638
20	125-020	122-145	2-195	2.1%	0-182	0.5%	63%	False	False	1,049,196
40	130-140	122-145	7-315	6.4%	0-225	0.6%	21%	False	False	836,045
60	130-140	122-145	7-315	6.4%	0-192	0.5%	21%	False	False	558,100
80	131-050	122-145	8-225	7.0%	0-155	0.4%	19%	False	False	418,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	127-008
2.618	125-305
1.618	125-095
1.000	124-285
0.618	124-205
HIGH	124-075
0.618	123-315
0.500	123-290
0.382	123-265
LOW	123-185
0.618	123-055
1.000	122-295
1.618	122-165
2.618	121-275
4.250	120-252

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	124-013	124-018
PP	123-312	124-002
S1	123-290	123-305

Download as Excel Spreadsheet

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

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