ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	123-215	124-130	0-235	0.6%	124-045
High	124-145	124-160	0-015	0.0%	124-140
Low	123-170	124-020	0-170	0.4%	123-100
Close	124-125	124-075	-0-050	-0.1%	123-210
Range	0-295	0-140	-0-155	-52.5%	1-040
ATR	0-173	0-170	-0-002	-1.4%	0-000
Volume	5,977	4,207	-1,770	-29.6%	79,166

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-185	125-110	124-152
R3	125-045	124-290	124-114
R2	124-225	124-225	124-101
R1	124-150	124-150	124-088	124-118
PP	124-085	124-085	124-085	124-069
S1	124-010	124-010	124-062	123-298
S2	123-265	123-265	124-049
S3	123-125	123-190	124-037
S4	122-305	123-050	123-318

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	124-160	123-100	1-060	1.0%	0-175	0.4%	78%	True	False	7,183
10	124-160	123-100	1-060	1.0%	0-150	0.4%	78%	True	False	15,409
20	125-215	123-100	2-115	1.9%	0-161	0.4%	39%	False	False	713,984
40	125-215	123-100	2-115	1.9%	0-169	0.4%	39%	False	False	1,078,246
60	125-215	122-260	2-275	2.3%	0-174	0.4%	50%	False	False	1,065,457
80	125-215	122-145	3-070	2.6%	0-186	0.5%	55%	False	False	1,124,417
100	130-140	122-145	7-315	6.4%	0-194	0.5%	22%	False	False	903,192
120	131-050	122-145	8-225	7.0%	0-178	0.4%	20%	False	False	752,735

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-115
2.618	125-207
1.618	125-067
1.000	124-300
0.618	124-247
HIGH	124-160
0.618	124-107
0.500	124-090
0.382	124-073
LOW	124-020
0.618	123-253
1.000	123-200
1.618	123-113
2.618	122-293
4.250	122-065

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	124-090	124-040
PP	124-085	124-005
S1	124-080	123-290

Download as Excel Spreadsheet

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

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