ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 20-Dec-2016

Day Change Summary
	Previous	Current
	19-Dec-2016	20-Dec-2016	Change	Change %	Previous Week
Open	122-245	122-080	-0-165	-0.4%	123-160
High	122-245	122-200	-0-045	-0.1%	123-160
Low	122-245	122-080	-0-165	-0.4%	122-000
Close	122-245	122-200	-0-045	-0.1%	122-105
Range	0-000	0-120	0-120		1-160
ATR	0-102	0-107	0-004	4.4%	0-000
Volume	0	3	3		3

Daily Pivots for day following 20-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-200	123-160	122-266
R3	123-080	123-040	122-233
R2	122-280	122-280	122-222
R1	122-240	122-240	122-211	122-260
PP	122-160	122-160	122-160	122-170
S1	122-120	122-120	122-189	122-140
S2	122-040	122-040	122-178
S3	121-240	122-000	122-167
S4	121-120	121-200	122-134

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	127-035	126-070	123-049
R3	125-195	124-230	122-237
R2	124-035	124-035	122-193
R1	123-070	123-070	122-149	122-292
PP	122-195	122-195	122-195	122-146
S1	121-230	121-230	122-061	121-132
S2	121-035	121-035	122-017
S3	119-195	120-070	121-293
S4	118-035	118-230	121-161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-000	122-000	1-000	0.8%	0-051	0.1%	63%	False	False	1
10	124-100	122-000	2-100	1.9%	0-025	0.1%	27%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	124-070
2.618	123-194
1.618	123-074
1.000	123-000
0.618	122-274
HIGH	122-200
0.618	122-154
0.500	122-140
0.382	122-126
LOW	122-080
0.618	122-006
1.000	121-280
1.618	121-206
2.618	121-086
4.250	120-210

Fisher Pivots for day following 20-Dec-2016
Pivot	1 day	3 day
R1	122-180	122-174
PP	122-160	122-148
S1	122-140	122-122

Download as Excel Spreadsheet

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

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