ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 27-Feb-2017

Day Change Summary
	Previous	Current
	24-Feb-2017	27-Feb-2017	Change	Change %	Previous Week
Open	125-050	125-205	0-155	0.4%	124-220
High	125-215	125-205	-0-010	0.0%	125-215
Low	125-025	125-035	0-010	0.0%	124-125
Close	125-195	125-045	-0-150	-0.4%	125-195
Range	0-190	0-170	-0-020	-10.5%	1-090
ATR	0-178	0-178	-0-001	-0.3%	0-000
Volume	2,291,354	1,246,309	-1,045,045	-45.6%	9,779,697

Daily Pivots for day following 27-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-285	126-175	125-138
R3	126-115	126-005	125-092
R2	125-265	125-265	125-076
R1	125-155	125-155	125-061	125-125
PP	125-095	125-095	125-095	125-080
S1	124-305	124-305	125-029	124-275
S2	124-245	124-245	125-014
S3	124-075	124-135	124-318
S4	123-225	123-285	124-272

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	129-022	128-198	126-101
R3	127-252	127-108	125-308
R2	126-162	126-162	125-270
R1	126-018	126-018	125-233	126-090
PP	125-072	125-072	125-072	125-108
S1	124-248	124-248	125-157	125-000
S2	123-302	123-302	125-120
S3	122-212	123-158	125-082
S4	121-122	122-068	124-289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-215	124-125	1-090	1.0%	0-160	0.4%	59%	False	False	2,205,201
10	125-215	123-245	1-290	1.5%	0-164	0.4%	72%	False	False	1,733,039
20	125-215	123-245	1-290	1.5%	0-167	0.4%	72%	False	False	1,618,383
40	125-215	123-180	2-035	1.7%	0-187	0.5%	75%	False	False	1,476,866
60	125-215	122-145	3-070	2.6%	0-190	0.5%	83%	False	False	1,377,941
80	130-140	122-145	7-315	6.4%	0-206	0.5%	34%	False	False	1,119,279
100	130-150	122-145	8-005	6.4%	0-189	0.5%	34%	False	False	895,667
120	131-050	122-145	8-225	7.0%	0-161	0.4%	31%	False	False	746,391

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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-287
2.618	127-010
1.618	126-160
1.000	126-055
0.618	125-310
HIGH	125-205
0.618	125-140
0.500	125-120
0.382	125-100
LOW	125-035
0.618	124-250
1.000	124-185
1.618	124-080
2.618	123-230
4.250	122-273

Fisher Pivots for day following 27-Feb-2017
Pivot	1 day	3 day
R1	125-120	125-065
PP	125-095	125-058
S1	125-070	125-052

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

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