ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 20-Jan-2017

Day Change Summary
	Previous	Current
	19-Jan-2017	20-Jan-2017	Change	Change %	Previous Week
Open	124-100	124-020	-0-080	-0.2%	124-225
High	124-155	124-095	-0-060	-0.2%	125-135
Low	123-275	123-250	-0-025	-0.1%	123-250
Close	124-055	124-070	0-015	0.0%	124-070
Range	0-200	0-165	-0-035	-17.5%	1-205
ATR	0-216	0-212	-0-004	-1.7%	0-000
Volume	1,809,571	1,461,739	-347,832	-19.2%	6,154,635

Daily Pivots for day following 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-207	125-143	124-161
R3	125-042	124-298	124-115
R2	124-197	124-197	124-100
R1	124-133	124-133	124-085	124-165
PP	124-032	124-032	124-032	124-048
S1	123-288	123-288	124-055	124-000
S2	123-187	123-187	124-040
S3	123-022	123-123	124-025
S4	122-177	122-278	123-299

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-127	128-143	125-039
R3	127-242	126-258	124-214
R2	126-037	126-037	124-166
R1	125-053	125-053	124-118	124-263
PP	124-152	124-152	124-152	124-096
S1	123-168	123-168	124-022	123-058
S2	122-267	122-267	123-294
S3	121-062	121-283	123-246
S4	119-177	120-078	123-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-135	123-250	1-205	1.3%	0-244	0.6%	27%	False	True	1,547,768
10	125-135	123-250	1-205	1.3%	0-222	0.6%	27%	False	True	1,394,619
20	125-135	123-005	2-130	1.9%	0-187	0.5%	50%	False	False	1,112,433
40	125-135	122-145	2-310	2.4%	0-201	0.5%	59%	False	False	1,241,710
60	130-140	122-145	7-315	6.4%	0-213	0.5%	22%	False	False	840,963
80	131-050	122-145	8-225	7.0%	0-187	0.5%	20%	False	False	630,871

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	0-056
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	126-156
2.618	125-207
1.618	125-042
1.000	124-260
0.618	124-197
HIGH	124-095
0.618	124-032
0.500	124-013
0.382	123-313
LOW	123-250
0.618	123-148
1.000	123-085
1.618	122-303
2.618	122-138
4.250	121-189

Fisher Pivots for day following 20-Jan-2017
Pivot	1 day	3 day
R1	124-051	124-170
PP	124-032	124-137
S1	124-013	124-103

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

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