ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	124-250	124-245	-0-005	0.0%	124-040
High	125-065	125-105	0-040	0.1%	125-105
Low	124-185	124-240	0-055	0.1%	123-185
Close	124-260	124-285	0-025	0.1%	124-130
Range	0-200	0-185	-0-015	-7.5%	1-240
ATR	0-194	0-193	-0-001	-0.3%	0-000
Volume	1,460,875	1,409,184	-51,691	-3.5%	6,018,782

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-232	126-123	125-067
R3	126-047	125-258	125-016
R2	125-182	125-182	124-319
R1	125-073	125-073	124-302	125-127
PP	124-317	124-317	124-317	125-024
S1	124-208	124-208	124-268	124-262
S2	124-132	124-132	124-251
S3	123-267	124-023	124-234
S4	123-082	123-158	124-183

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	124-075	1-030	0.9%	0-201	0.5%	60%	True	False	1,241,470
10	125-105	123-185	1-240	1.4%	0-194	0.5%	75%	True	False	1,223,852
20	125-105	122-145	2-280	2.3%	0-186	0.5%	85%	True	False	1,075,385
40	126-095	122-145	3-270	3.1%	0-200	0.5%	63%	False	False	1,064,364
60	130-140	122-145	7-315	6.4%	0-201	0.5%	31%	False	False	712,093
80	131-050	122-145	8-225	7.0%	0-172	0.4%	28%	False	False	534,136

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	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-251
2.618	126-269
1.618	126-084
1.000	125-290
0.618	125-219
HIGH	125-105
0.618	125-034
0.500	125-012
0.382	124-311
LOW	124-240
0.618	124-126
1.000	124-055
1.618	123-261
2.618	123-076
4.250	122-094

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	125-012	124-305
PP	124-317	124-298
S1	124-301	124-292

Download as Excel Spreadsheet

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

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