ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 20-Mar-2017

Day Change Summary
	Previous	Current
	17-Mar-2017	20-Mar-2017	Change	Change %	Previous Week
Open	124-045	124-130	0-085	0.2%	123-215
High	124-175	124-230	0-055	0.1%	124-175
Low	124-020	124-120	0-100	0.3%	123-100
Close	124-125	124-215	0-090	0.2%	124-125
Range	0-155	0-110	-0-045	-29.0%	1-075
ATR	0-169	0-165	-0-004	-2.5%	0-000
Volume	4,496	9,286	4,790	106.5%	31,865

Daily Pivots for day following 20-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-198	125-157	124-276
R3	125-088	125-047	124-245
R2	124-298	124-298	124-235
R1	124-257	124-257	124-225	124-278
PP	124-188	124-188	124-188	124-199
S1	124-147	124-147	124-205	124-168
S2	124-078	124-078	124-195
S3	123-288	124-037	124-185
S4	123-178	123-247	124-154

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-252	127-103	125-022
R3	126-177	126-028	124-234
R2	125-102	125-102	124-197
R1	124-273	124-273	124-161	125-028
PP	124-027	124-027	124-027	124-064
S1	123-198	123-198	124-089	123-272
S2	122-272	122-272	124-053
S3	121-197	122-123	124-016
S4	120-122	121-048	123-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-230	123-100	1-130	1.1%	0-163	0.4%	97%	True	False	6,149
10	124-230	123-100	1-130	1.1%	0-154	0.4%	97%	True	False	10,673
20	125-215	123-100	2-115	1.9%	0-156	0.4%	58%	False	False	590,051
40	125-215	123-100	2-115	1.9%	0-166	0.4%	58%	False	False	996,808
60	125-215	123-005	2-210	2.1%	0-173	0.4%	62%	False	False	1,035,349
80	125-215	122-145	3-070	2.6%	0-183	0.5%	69%	False	False	1,119,259
100	130-140	122-145	7-315	6.4%	0-194	0.5%	28%	False	False	903,301
120	131-050	122-145	8-225	7.0%	0-180	0.5%	25%	False	False	752,850

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-028
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	126-058
2.618	125-198
1.618	125-088
1.000	125-020
0.618	124-298
HIGH	124-230
0.618	124-188
0.500	124-175
0.382	124-162
LOW	124-120
0.618	124-052
1.000	124-010
1.618	123-262
2.618	123-152
4.250	122-292

Fisher Pivots for day following 20-Mar-2017
Pivot	1 day	3 day
R1	124-202	124-185
PP	124-188	124-155
S1	124-175	124-125

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

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