ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	122-180	122-235	0-055	0.1%	122-245
High	122-180	123-000	0-140	0.4%	122-245
Low	122-180	122-235	0-055	0.1%	122-080
Close	122-180	123-000	0-140	0.4%	122-230
Range	0-000	0-085	0-085		0-165
ATR	0-090	0-094	0-004	3.9%	0-000
Volume	0	5	5		4

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-227	123-198	123-047
R3	123-142	123-113	123-023
R2	123-057	123-057	123-016
R1	123-028	123-028	123-008	123-042
PP	122-292	122-292	122-292	122-299
S1	122-263	122-263	122-312	122-278
S2	122-207	122-207	122-304
S3	122-122	122-178	122-297
S4	122-037	122-093	122-273

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-040	123-300	123-001
R3	123-195	123-135	122-275
R2	123-030	123-030	122-260
R1	122-290	122-290	122-245	122-238
PP	122-185	122-185	122-185	122-159
S1	122-125	122-125	122-215	122-073
S2	122-020	122-020	122-200
S3	121-175	121-280	122-185
S4	121-010	121-115	122-139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-000	122-180	0-140	0.4%	0-017	0.0%	100%	True	False	1
10	123-000	122-000	1-000	0.8%	0-034	0.1%	100%	True	False	1
20	124-100	122-000	2-100	1.9%	0-017	0.0%	43%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	124-041
2.618	123-223
1.618	123-138
1.000	123-085
0.618	123-053
HIGH	123-000
0.618	122-288
0.500	122-278
0.382	122-267
LOW	122-235
0.618	122-182
1.000	122-150
1.618	122-097
2.618	122-012
4.250	121-194

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	122-306	122-297
PP	122-292	122-273
S1	122-278	122-250

Download as Excel Spreadsheet

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

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