ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 06-Jan-2017

Day Change Summary
	Previous	Current
	05-Jan-2017	06-Jan-2017	Change	Change %	Previous Week
Open	123-270	124-110	0-160	0.4%	123-140
High	124-140	124-160	0-020	0.1%	124-160
Low	123-180	123-235	0-055	0.1%	123-005
Close	124-075	123-260	-0-135	-0.3%	123-260
Range	0-280	0-245	-0-035	-12.5%	1-155
ATR	0-116	0-126	0-009	7.9%	0-000
Volume	1,581	91	-1,490	-94.2%	1,762

Daily Pivots for day following 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-100	125-265	124-075
R3	125-175	125-020	124-007
R2	124-250	124-250	123-305
R1	124-095	124-095	123-282	124-050
PP	124-005	124-005	124-005	123-303
S1	123-170	123-170	123-238	123-125
S2	123-080	123-080	123-215
S3	122-155	122-245	123-193
S4	121-230	122-000	123-125

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-073	127-162	124-201
R3	126-238	126-007	124-071
R2	125-083	125-083	124-027
R1	124-172	124-172	123-304	124-288
PP	123-248	123-248	123-248	123-306
S1	123-017	123-017	123-216	123-132
S2	122-093	122-093	123-173
S3	120-258	121-182	123-129
S4	119-103	120-027	122-319

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-160	123-005	1-155	1.2%	0-183	0.5%	54%	True	False	352
10	124-160	122-180	1-300	1.6%	0-106	0.3%	65%	True	False	176
20	124-160	122-000	2-160	2.0%	0-066	0.2%	73%	True	False	88

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-241
2.618	126-161
1.618	125-236
1.000	125-085
0.618	124-311
HIGH	124-160
0.618	124-066
0.500	124-038
0.382	124-009
LOW	123-235
0.618	123-084
1.000	122-310
1.618	122-159
2.618	121-234
4.250	120-154

Fisher Pivots for day following 06-Jan-2017
Pivot	1 day	3 day
R1	124-038	123-302
PP	124-005	123-288
S1	123-293	123-274

Download as Excel Spreadsheet

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

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