ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	124-110	123-300	-0-130	-0.3%	123-140
High	124-160	124-080	-0-080	-0.2%	124-160
Low	123-235	123-255	0-020	0.1%	123-005
Close	123-260	124-065	0-125	0.3%	123-260
Range	0-245	0-145	-0-100	-40.8%	1-155
ATR	0-126	0-127	0-001	1.1%	0-000
Volume	91	1,107	1,016	1,116.5%	1,762

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-142	125-088	124-145
R3	124-317	124-263	124-105
R2	124-172	124-172	124-092
R1	124-118	124-118	124-078	124-145
PP	124-027	124-027	124-027	124-040
S1	123-293	123-293	124-052	124-000
S2	123-202	123-202	124-038
S3	123-057	123-148	124-025
S4	122-232	123-003	123-305

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%	0-187	0.5%	80%	False	False	573
10	124-160	122-180	1-300	1.6%	0-121	0.3%	85%	False	False	287
20	124-160	122-000	2-160	2.0%	0-073	0.2%	88%	False	False	144

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-056
2.618	125-140
1.618	124-315
1.000	124-225
0.618	124-170
HIGH	124-080
0.618	124-025
0.500	124-008
0.382	123-310
LOW	123-255
0.618	123-165
1.000	123-110
1.618	123-020
2.618	122-195
4.250	121-279

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	124-046	124-047
PP	124-027	124-028
S1	124-008	124-010

Download as Excel Spreadsheet

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

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