ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	123-215	123-125	-0-090	-0.2%	124-045
High	123-275	123-215	-0-060	-0.2%	124-140
Low	123-110	123-100	-0-010	0.0%	123-100
Close	123-150	123-180	0-030	0.1%	123-210
Range	0-165	0-115	-0-050	-30.3%	1-040
ATR	0-167	0-163	-0-004	-2.2%	0-000
Volume	10,406	6,779	-3,627	-34.9%	79,166

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-190	124-140	123-243
R3	124-075	124-025	123-212
R2	123-280	123-280	123-201
R1	123-230	123-230	123-191	123-255
PP	123-165	123-165	123-165	123-178
S1	123-115	123-115	123-169	123-140
S2	123-050	123-050	123-159
S3	122-255	123-000	123-148
S4	122-140	122-205	123-117

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-057	126-173	124-088
R3	126-017	125-133	123-309
R2	124-297	124-297	123-276
R1	124-093	124-093	123-243	124-015
PP	123-257	123-257	123-257	123-218
S1	123-053	123-053	123-177	122-295
S2	122-217	122-217	123-144
S3	121-177	122-013	123-111
S4	120-137	120-293	123-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-035	123-100	0-255	0.6%	0-153	0.4%	31%	False	True	12,665
10	124-255	123-100	1-155	1.2%	0-140	0.4%	17%	False	True	34,847
20	125-215	123-100	2-115	1.9%	0-158	0.4%	11%	False	True	862,749
40	125-215	123-100	2-115	1.9%	0-172	0.4%	11%	False	True	1,150,074
60	125-215	122-145	3-070	2.6%	0-174	0.4%	34%	False	False	1,122,181
80	126-035	122-145	3-210	3.0%	0-187	0.5%	30%	False	False	1,126,387
100	130-140	122-145	7-315	6.5%	0-191	0.5%	14%	False	False	903,119
120	131-050	122-145	8-225	7.0%	0-175	0.4%	13%	False	False	752,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-064
2.618	124-196
1.618	124-081
1.000	124-010
0.618	123-286
HIGH	123-215
0.618	123-171
0.500	123-158
0.382	123-144
LOW	123-100
0.618	123-029
1.000	122-305
1.618	122-234
2.618	122-119
4.250	121-251

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	123-173	123-188
PP	123-165	123-185
S1	123-158	123-183

Download as Excel Spreadsheet

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

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