ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 19-Jan-2017

Day Change Summary
	Previous	Current
	18-Jan-2017	19-Jan-2017	Change	Change %	Previous Week
Open	124-205	123-290	-0-235	-0.6%	123-300
High	124-230	123-290	-0-260	-0.7%	124-240
Low	123-250	123-095	-0-155	-0.4%	123-255
Close	124-050	123-190	-0-180	-0.5%	124-070
Range	0-300	0-195	-0-105	-35.0%	0-305
ATR	0-159	0-167	0-008	5.2%	0-000
Volume	2,675	4,645	1,970	73.6%	8,823

Daily Pivots for day following 19-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-137	125-038	123-297
R3	124-262	124-163	123-244
R2	124-067	124-067	123-226
R1	123-288	123-288	123-208	123-240
PP	123-192	123-192	123-192	123-168
S1	123-093	123-093	123-172	123-045
S2	122-317	122-317	123-154
S3	122-122	122-218	123-136
S4	121-247	122-023	123-083

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	123-095	1-175	1.3%	0-231	0.6%	19%	False	True	2,530
10	124-270	123-095	1-175	1.3%	0-211	0.5%	19%	False	True	1,876
20	124-270	122-080	2-190	2.1%	0-139	0.4%	52%	False	False	943

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	False
Stretch	0-043
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	126-159
2.618	125-161
1.618	124-286
1.000	124-165
0.618	124-091
HIGH	123-290
0.618	123-216
0.500	123-193
0.382	123-170
LOW	123-095
0.618	122-294
1.000	122-220
1.618	122-099
2.618	121-224
4.250	120-226

Fisher Pivots for day following 19-Jan-2017
Pivot	1 day	3 day
R1	123-193	124-023
PP	123-192	123-292
S1	123-191	123-241

Download as Excel Spreadsheet

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

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