ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	124-110	124-080	-0-030	-0.1%	123-140
High	124-110	124-200	0-090	0.2%	124-160
Low	124-020	124-005	-0-015	0.0%	123-005
Close	124-060	124-080	0-020	0.1%	123-260
Range	0-090	0-195	0-105	116.6%	1-155
ATR	0-124	0-129	0-005	4.1%	0-000
Volume	390	2,941	2,551	654.1%	1,762

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-040	125-255	124-187
R3	125-165	125-060	124-134
R2	124-290	124-290	124-116
R1	124-185	124-185	124-098	124-178
PP	124-095	124-095	124-095	124-091
S1	123-310	123-310	124-062	123-302
S2	123-220	123-220	124-044
S3	123-025	123-115	124-026
S4	122-150	122-240	123-293

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	124-200	123-180	1-020	0.9%	0-191	0.5%	65%	True	False	1,222
10	124-200	122-235	1-285	1.5%	0-150	0.4%	80%	True	False	620
20	124-200	122-000	2-200	2.1%	0-087	0.2%	86%	True	False	310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-069
2.618	126-071
1.618	125-196
1.000	125-075
0.618	125-001
HIGH	124-200
0.618	124-126
0.500	124-102
0.382	124-079
LOW	124-005
0.618	123-204
1.000	123-130
1.618	123-009
2.618	122-134
4.250	121-136

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	124-102	124-076
PP	124-095	124-072
S1	124-087	124-068

Download as Excel Spreadsheet

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

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