ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 23-Jan-2017

Day Change Summary
	Previous	Current
	20-Jan-2017	23-Jan-2017	Change	Change %	Previous Week
Open	124-020	124-055	0-035	0.1%	124-225
High	124-095	124-315	0-220	0.6%	125-135
Low	123-250	124-050	0-120	0.3%	123-250
Close	124-070	124-260	0-190	0.5%	124-070
Range	0-165	0-265	0-100	60.6%	1-205
ATR	0-212	0-216	0-004	1.8%	0-000
Volume	1,461,739	1,684,165	222,426	15.2%	6,154,635

Daily Pivots for day following 23-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-043	126-257	125-086
R3	126-098	125-312	125-013
R2	125-153	125-153	124-309
R1	125-047	125-047	124-284	125-100
PP	124-208	124-208	124-208	124-235
S1	124-102	124-102	124-236	124-155
S2	123-263	123-263	124-211
S3	122-318	123-157	124-187
S4	122-053	122-212	124-114

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%	0-235	0.6%	63%	False	False	1,567,760
10	125-135	123-250	1-205	1.3%	0-216	0.5%	63%	False	False	1,409,012
20	125-135	123-015	2-120	1.9%	0-194	0.5%	74%	False	False	1,171,128
40	125-135	122-145	2-310	2.4%	0-204	0.5%	79%	False	False	1,262,276
60	130-140	122-145	7-315	6.4%	0-216	0.5%	30%	False	False	868,967
80	131-050	122-145	8-225	7.0%	0-190	0.5%	27%	False	False	651,923
100	131-050	122-145	8-225	7.0%	0-153	0.4%	27%	False	False	521,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-161
2.618	127-049
1.618	126-104
1.000	125-260
0.618	125-159
HIGH	124-315
0.618	124-214
0.500	124-183
0.382	124-151
LOW	124-050
0.618	123-206
1.000	123-105
1.618	122-261
2.618	121-316
4.250	120-204

Fisher Pivots for day following 23-Jan-2017
Pivot	1 day	3 day
R1	124-234	124-214
PP	124-208	124-168
S1	124-183	124-123

Download as Excel Spreadsheet

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

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