ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	123-300	124-110	0-130	0.3%	123-140
High	124-080	124-110	0-030	0.1%	124-160
Low	123-255	124-020	0-085	0.2%	123-005
Close	124-065	124-060	-0-005	0.0%	123-260
Range	0-145	0-090	-0-055	-37.9%	1-155
ATR	0-127	0-124	-0-003	-2.1%	0-000
Volume	1,107	390	-717	-64.8%	1,762

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-013	124-287	124-110
R3	124-243	124-197	124-085
R2	124-153	124-153	124-077
R1	124-107	124-107	124-068	124-085
PP	124-063	124-063	124-063	124-053
S1	124-017	124-017	124-052	123-315
S2	123-293	123-293	124-043
S3	123-203	123-247	124-035
S4	123-113	123-157	124-010

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	123-125	1-035	0.9%	0-169	0.4%	72%	False	False	643
10	124-160	122-180	1-300	1.6%	0-130	0.3%	84%	False	False	326
20	124-160	122-000	2-160	2.0%	0-078	0.2%	88%	False	False	163

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0-029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-173
2.618	125-026
1.618	124-256
1.000	124-200
0.618	124-166
HIGH	124-110
0.618	124-076
0.500	124-065
0.382	124-054
LOW	124-020
0.618	123-284
1.000	123-250
1.618	123-194
2.618	123-104
4.250	122-277

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	124-065	124-053
PP	124-063	124-045
S1	124-062	124-038

Download as Excel Spreadsheet

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

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