ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	124-100	124-110	0-010	0.0%	124-065
High	124-225	124-265	0-040	0.1%	124-265
Low	124-075	124-030	-0-045	-0.1%	123-290
Close	124-120	124-090	-0-030	-0.1%	124-090
Range	0-150	0-235	0-085	56.7%	0-295
ATR	0-193	0-196	0-003	1.6%	0-000
Volume	1,373,958	1,818,335	444,377	32.3%	8,024,874

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-193	126-057	124-219
R3	125-278	125-142	124-155
R2	125-043	125-043	124-133
R1	124-227	124-227	124-112	124-178
PP	124-128	124-128	124-128	124-104
S1	123-312	123-312	124-068	123-263
S2	123-213	123-213	124-047
S3	122-298	123-077	124-025
S4	122-063	122-162	123-281

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-033	126-197	124-252
R3	126-058	125-222	124-171
R2	125-083	125-083	124-144
R1	124-247	124-247	124-117	125-005
PP	124-108	124-108	124-108	124-148
S1	123-272	123-272	124-063	124-030
S2	123-133	123-133	124-036
S3	122-158	122-297	124-009
S4	121-183	122-002	123-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-265	123-290	0-295	0.7%	0-171	0.4%	41%	True	False	1,604,974
10	124-315	123-180	1-135	1.1%	0-183	0.5%	51%	False	False	1,475,448
20	125-135	123-180	1-275	1.5%	0-203	0.5%	39%	False	False	1,435,033
40	125-135	122-145	2-310	2.4%	0-193	0.5%	62%	False	False	1,259,307
60	130-140	122-145	7-315	6.4%	0-221	0.6%	23%	False	False	1,086,143
80	130-140	122-145	7-315	6.4%	0-196	0.5%	23%	False	False	815,285
100	131-050	122-145	8-225	7.0%	0-169	0.4%	21%	False	False	652,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127-304
2.618	126-240
1.618	126-005
1.000	125-180
0.618	125-090
HIGH	124-265
0.618	124-175
0.500	124-148
0.382	124-120
LOW	124-030
0.618	123-205
1.000	123-115
1.618	122-290
2.618	122-055
4.250	120-311

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	124-148	124-118
PP	124-128	124-108
S1	124-109	124-099

Download as Excel Spreadsheet

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

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