ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	124-095	123-295	-0-120	-0.3%	124-225
High	124-125	124-005	-0-120	-0.3%	125-135
Low	123-235	123-180	-0-055	-0.1%	123-250
Close	123-260	123-310	0-050	0.1%	124-070
Range	0-210	0-145	-0-065	-31.0%	1-205
ATR	0-217	0-212	-0-005	-2.4%	0-000
Volume	1,407,113	1,392,976	-14,137	-1.0%	6,154,635

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-067	125-013	124-070
R3	124-242	124-188	124-030
R2	124-097	124-097	124-017
R1	124-043	124-043	124-003	124-070
PP	123-272	123-272	123-272	123-285
S1	123-218	123-218	123-297	123-245
S2	123-127	123-127	123-283
S3	122-302	123-073	123-270
S4	122-157	122-248	123-230

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	124-315	123-180	1-135	1.1%	0-204	0.5%	29%	False	True	1,422,891
10	125-135	123-180	1-275	1.5%	0-226	0.6%	22%	False	True	1,480,074
20	125-135	123-050	2-085	1.8%	0-209	0.5%	36%	False	False	1,312,746
40	125-135	122-145	2-310	2.4%	0-202	0.5%	51%	False	False	1,259,033
60	130-140	122-145	7-315	6.4%	0-218	0.5%	19%	False	False	935,014
80	130-205	122-145	8-060	6.6%	0-194	0.5%	19%	False	False	701,527
100	131-050	122-145	8-225	7.0%	0-159	0.4%	17%	False	False	561,224

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	0-038
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	125-301
2.618	125-065
1.618	124-240
1.000	124-150
0.618	124-095
HIGH	124-005
0.618	123-270
0.500	123-252
0.382	123-235
LOW	123-180
0.618	123-090
1.000	123-035
1.618	122-265
2.618	122-120
4.250	121-204

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	123-291	124-080
PP	123-272	124-050
S1	123-252	124-020

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

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