ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	123-160	123-270	0-110	0.3%	122-180
High	123-210	124-140	0-250	0.6%	123-200
Low	123-125	123-180	0-055	0.1%	122-180
Close	123-160	124-075	0-235	0.6%	123-200
Range	0-085	0-280	0-195	229.3%	1-020
ATR	0-102	0-116	0-014	13.8%	0-000
Volume	48	1,581	1,533	3,193.8%	6

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-225	126-110	124-229
R3	125-265	125-150	124-152
R2	124-305	124-305	124-126
R1	124-190	124-190	124-101	124-248
PP	124-025	124-025	124-025	124-054
S1	123-230	123-230	124-049	123-288
S2	123-065	123-065	124-024
S3	122-105	122-270	123-318
S4	121-145	121-310	123-241

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-147	126-033	124-067
R3	125-127	125-013	123-294
R2	124-107	124-107	123-262
R1	123-313	123-313	123-231	124-050
PP	123-087	123-087	123-087	123-115
S1	122-293	122-293	123-169	123-030
S2	122-067	122-067	123-138
S3	121-047	121-273	123-106
S4	120-027	120-253	123-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-140	123-005	1-135	1.1%	0-147	0.4%	86%	True	False	334
10	124-140	122-180	1-280	1.5%	0-082	0.2%	89%	True	False	167
20	124-140	122-000	2-140	2.0%	0-054	0.1%	92%	True	False	84

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	0-020
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	128-050
2.618	126-233
1.618	125-273
1.000	125-100
0.618	124-313
HIGH	124-140
0.618	124-033
0.500	124-000
0.382	123-287
LOW	123-180
0.618	123-007
1.000	122-220
1.618	122-047
2.618	121-087
4.250	119-270

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	124-050	124-021
PP	124-025	123-287
S1	124-000	123-232

Download as Excel Spreadsheet

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

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