ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	124-135	124-300	0-165	0.4%	124-065
High	125-005	125-100	0-095	0.2%	124-265
Low	124-130	124-240	0-110	0.3%	123-290
Close	124-300	125-035	0-055	0.1%	124-090
Range	0-195	0-180	-0-015	-7.7%	0-295
ATR	0-199	0-197	-0-001	-0.7%	0-000
Volume	1,276,682	1,410,505	133,823	10.5%	8,024,874

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-238	126-157	125-134
R3	126-058	125-297	125-085
R2	125-198	125-198	125-068
R1	125-117	125-117	125-052	125-158
PP	125-018	125-018	125-018	125-039
S1	124-257	124-257	125-019	124-298
S2	124-158	124-158	125-002
S3	123-298	124-077	124-306
S4	123-118	123-217	124-256

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	125-100	123-290	1-130	1.1%	0-188	0.5%	86%	True	False	1,475,184
10	125-100	123-180	1-240	1.4%	0-171	0.4%	88%	True	False	1,458,904
20	125-135	123-180	1-275	1.5%	0-195	0.5%	83%	False	False	1,447,913
40	125-135	122-145	2-310	2.4%	0-193	0.5%	89%	False	False	1,270,609
60	127-275	122-145	5-130	4.3%	0-207	0.5%	49%	False	False	1,130,284
80	130-140	122-145	7-315	6.4%	0-199	0.5%	33%	False	False	848,866
100	131-050	122-145	8-225	7.0%	0-172	0.4%	31%	False	False	679,114

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-225
2.618	126-251
1.618	126-071
1.000	125-280
0.618	125-211
HIGH	125-100
0.618	125-031
0.500	125-010
0.382	124-309
LOW	124-240
0.618	124-129
1.000	124-060
1.618	123-269
2.618	123-089
4.250	122-115

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	125-027	124-312
PP	125-018	124-268
S1	125-010	124-225

Download as Excel Spreadsheet

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

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