ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	124-055	124-275	0-220	0.6%	124-225
High	124-315	124-300	-0-015	0.0%	125-135
Low	124-050	124-065	0-015	0.0%	123-250
Close	124-260	124-070	-0-190	-0.5%	124-070
Range	0-265	0-235	-0-030	-11.3%	1-205
ATR	0-216	0-218	0-001	0.6%	0-000
Volume	1,684,165	1,168,462	-515,703	-30.6%	6,154,635

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-210	126-055	124-199
R3	125-295	125-140	124-135
R2	125-060	125-060	124-113
R1	124-225	124-225	124-092	124-185
PP	124-145	124-145	124-145	124-125
S1	123-310	123-310	124-048	123-270
S2	123-230	123-230	124-027
S3	122-315	123-075	124-005
S4	122-080	122-160	123-261

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	125-090	123-250	1-160	1.2%	0-235	0.6%	29%	False	False	1,482,966
10	125-135	123-250	1-205	1.3%	0-220	0.6%	27%	False	False	1,436,922
20	125-135	123-030	2-105	1.9%	0-200	0.5%	48%	False	False	1,200,275
40	125-135	122-145	2-310	2.4%	0-201	0.5%	59%	False	False	1,256,127
60	130-140	122-145	7-315	6.4%	0-217	0.5%	22%	False	False	888,440
80	131-050	122-145	8-225	7.0%	0-193	0.5%	20%	False	False	666,528
100	131-050	122-145	8-225	7.0%	0-155	0.4%	20%	False	False	533,223

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-019
2.618	126-275
1.618	126-040
1.000	125-215
0.618	125-125
HIGH	124-300
0.618	124-210
0.500	124-182
0.382	124-155
LOW	124-065
0.618	123-240
1.000	123-150
1.618	123-005
2.618	122-090
4.250	121-026

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	124-182	124-123
PP	124-145	124-105
S1	124-108	124-088

Download as Excel Spreadsheet

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

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