ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	124-125	124-265	0-140	0.4%	124-040
High	124-275	124-295	0-020	0.1%	125-105
Low	124-075	124-200	0-125	0.3%	123-185
Close	124-250	124-245	-0-005	0.0%	124-130
Range	0-200	0-095	-0-105	-52.5%	1-240
ATR	0-201	0-193	-0-008	-3.8%	0-000
Volume	889,369	907,696	18,327	2.1%	6,018,782

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-212	125-163	124-297
R3	125-117	125-068	124-271
R2	125-022	125-022	124-262
R1	124-293	124-293	124-254	124-270
PP	124-247	124-247	124-247	124-235
S1	124-198	124-198	124-236	124-175
S2	124-152	124-152	124-228
S3	124-057	124-103	124-219
S4	123-282	124-008	124-193

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-220	128-255	125-118
R3	127-300	127-015	124-284
R2	126-060	126-060	124-233
R1	125-095	125-095	124-181	125-238
PP	124-140	124-140	124-140	124-211
S1	123-175	123-175	124-079	123-318
S2	122-220	122-220	124-027
S3	120-300	121-255	123-296
S4	119-060	120-015	123-142

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-105	123-275	1-150	1.2%	0-210	0.5%	62%	False	False	1,274,730
10	125-105	123-030	2-075	1.8%	0-181	0.5%	75%	False	False	1,025,669
20	125-105	122-145	2-280	2.3%	0-185	0.5%	80%	False	False	1,065,377
40	127-005	122-145	4-180	3.7%	0-206	0.5%	51%	False	False	993,541
60	130-140	122-145	7-315	6.4%	0-199	0.5%	29%	False	False	664,295
80	131-050	122-145	8-225	7.0%	0-168	0.4%	27%	False	False	498,260

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-059
2.618	125-224
1.618	125-129
1.000	125-070
0.618	125-034
HIGH	124-295
0.618	124-259
0.500	124-248
0.382	124-236
LOW	124-200
0.618	124-141
1.000	124-105
1.618	124-046
2.618	123-271
4.250	123-116

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	124-248	124-250
PP	124-247	124-248
S1	124-246	124-247

Download as Excel Spreadsheet

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

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