ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	124-040	124-045	0-005	0.0%	123-110
High	124-075	124-090	0-015	0.0%	124-105
Low	123-185	123-275	0-090	0.2%	123-030
Close	124-035	124-035	0-000	0.0%	124-090
Range	0-210	0-135	-0-075	-35.7%	1-075
ATR	0-187	0-184	-0-004	-2.0%	0-000
Volume	1,442,195	1,153,515	-288,680	-20.0%	2,440,849

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-112	125-048	124-109
R3	124-297	124-233	124-072
R2	124-162	124-162	124-060
R1	124-098	124-098	124-047	124-063
PP	124-027	124-027	124-027	124-009
S1	123-283	123-283	124-023	123-248
S2	123-212	123-212	124-010
S3	123-077	123-148	123-318
S4	122-262	123-013	123-281

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	123-050	1-055	0.9%	0-163	0.4%	81%	False	False	954,635
10	124-105	122-290	1-135	1.1%	0-136	0.3%	85%	False	False	722,452
20	124-280	122-145	2-135	2.0%	0-172	0.4%	68%	False	False	1,031,674
40	130-140	122-145	7-315	6.4%	0-225	0.6%	21%	False	False	864,729
60	130-140	122-145	7-315	6.4%	0-192	0.5%	21%	False	False	577,322
80	131-050	122-145	8-225	7.0%	0-156	0.4%	19%	False	False	433,008

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-024
2.618	125-123
1.618	124-308
1.000	124-225
0.618	124-173
HIGH	124-090
0.618	124-038
0.500	124-023
0.382	124-007
LOW	123-275
0.618	123-192
1.000	123-140
1.618	123-057
2.618	122-242
4.250	122-021

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	124-031	124-018
PP	124-027	124-002
S1	124-023	123-305

Download as Excel Spreadsheet

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

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