ECBOT 10 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	124-130	124-220	0-090	0.2%	123-215
High	124-230	125-015	0-105	0.3%	124-175
Low	124-120	124-150	0-030	0.1%	123-100
Close	124-215	124-290	0-075	0.2%	124-125
Range	0-110	0-185	0-075	68.2%	1-075
ATR	0-165	0-167	0-001	0.9%	0-000
Volume	9,286	5,904	-3,382	-36.4%	31,865

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-173	126-097	125-072
R3	125-308	125-232	125-021
R2	125-123	125-123	125-004
R1	125-047	125-047	124-307	125-085
PP	124-258	124-258	124-258	124-278
S1	124-182	124-182	124-273	124-220
S2	124-073	124-073	124-256
S3	123-208	123-317	124-239
S4	123-023	123-132	124-188

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	125-015	123-170	1-165	1.2%	0-177	0.4%	91%	True	False	5,974
10	125-015	123-100	1-235	1.4%	0-165	0.4%	92%	True	False	9,319
20	125-215	123-100	2-115	1.9%	0-159	0.4%	68%	False	False	513,640
40	125-215	123-100	2-115	1.9%	0-164	0.4%	68%	False	False	954,851
60	125-215	123-015	2-200	2.1%	0-174	0.4%	71%	False	False	1,026,943
80	125-215	122-145	3-070	2.6%	0-184	0.5%	76%	False	False	1,108,564
100	130-140	122-145	7-315	6.4%	0-195	0.5%	31%	False	False	903,320
120	131-050	122-145	8-225	7.0%	0-182	0.5%	28%	False	False	752,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-161
2.618	126-179
1.618	125-314
1.000	125-200
0.618	125-129
HIGH	125-015
0.618	124-264
0.500	124-243
0.382	124-221
LOW	124-150
0.618	124-036
1.000	123-285
1.618	123-171
2.618	122-306
4.250	122-004

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	124-274	124-253
PP	124-258	124-215
S1	124-243	124-178

Download as Excel Spreadsheet

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

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