ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 17-Jan-2017

Day Change Summary
	Previous	Current
	13-Jan-2017	17-Jan-2017	Change	Change %	Previous Week
Open	124-085	124-080	-0-005	0.0%	123-300
High	124-195	124-270	0-075	0.2%	124-240
Low	123-255	124-045	0-110	0.3%	123-255
Close	124-070	124-215	0-145	0.4%	124-070
Range	0-260	0-225	-0-035	-13.5%	0-305
ATR	0-142	0-148	0-006	4.2%	0-000
Volume	691	946	255	36.9%	8,823

Daily Pivots for day following 17-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-212	126-118	125-019
R3	125-307	125-213	124-277
R2	125-082	125-082	124-256
R1	124-308	124-308	124-236	125-035
PP	124-177	124-177	124-177	124-200
S1	124-083	124-083	124-194	124-130
S2	123-272	123-272	124-174
S3	123-047	123-178	124-153
S4	122-142	122-273	124-091

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-037	126-198	124-238
R3	126-052	125-213	124-154
R2	125-067	125-067	124-126
R1	124-228	124-228	124-098	124-308
PP	124-082	124-082	124-082	124-121
S1	123-243	123-243	124-042	124-003
S2	123-097	123-097	124-014
S3	122-112	122-258	123-306
S4	121-127	121-273	123-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	123-255	1-015	0.8%	0-189	0.5%	84%	True	False	1,732
10	124-270	123-005	1-265	1.5%	0-188	0.5%	91%	True	False	1,153
20	124-270	122-000	2-270	2.3%	0-119	0.3%	94%	True	False	577

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	0-049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-266
2.618	126-219
1.618	125-314
1.000	125-175
0.618	125-089
HIGH	124-270
0.618	124-184
0.500	124-158
0.382	124-131
LOW	124-045
0.618	123-226
1.000	123-140
1.618	123-001
2.618	122-096
4.250	121-049

Fisher Pivots for day following 17-Jan-2017
Pivot	1 day	3 day
R1	124-196	124-178
PP	124-177	124-140
S1	124-158	124-103

Download as Excel Spreadsheet

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

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