ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	124-265	124-250	-0-015	0.0%	124-040
High	124-295	125-065	0-090	0.2%	125-105
Low	124-200	124-185	-0-015	0.0%	123-185
Close	124-245	124-260	0-015	0.0%	124-130
Range	0-095	0-200	0-105	110.5%	1-240
ATR	0-193	0-194	0-000	0.2%	0-000
Volume	907,696	1,460,875	553,179	60.9%	6,018,782

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-237	126-128	125-050
R3	126-037	125-248	124-315
R2	125-157	125-157	124-297
R1	125-048	125-048	124-278	125-102
PP	124-277	124-277	124-277	124-304
S1	124-168	124-168	124-242	124-222
S2	124-077	124-077	124-223
S3	123-197	123-288	124-205
S4	122-317	123-088	124-150

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	124-035	1-070	1.0%	0-223	0.6%	58%	False	False	1,336,202
10	125-105	123-050	2-055	1.7%	0-193	0.5%	76%	False	False	1,145,418
20	125-105	122-145	2-280	2.3%	0-184	0.5%	82%	False	False	1,067,496
40	126-165	122-145	4-020	3.3%	0-206	0.5%	58%	False	False	1,029,849
60	130-140	122-145	7-315	6.4%	0-200	0.5%	30%	False	False	688,635
80	131-050	122-145	8-225	7.0%	0-170	0.4%	27%	False	False	516,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-275
2.618	126-269
1.618	126-069
1.000	125-265
0.618	125-189
HIGH	125-065
0.618	124-309
0.500	124-285
0.382	124-261
LOW	124-185
0.618	124-061
1.000	123-305
1.618	123-181
2.618	122-301
4.250	121-295

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	124-285	124-250
PP	124-277	124-240
S1	124-268	124-230

Download as Excel Spreadsheet

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

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