ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 23-Jan-2017

Day Change Summary
	Previous	Current
	20-Jan-2017	23-Jan-2017	Change	Change %	Previous Week
Open	123-200	123-280	0-080	0.2%	124-080
High	123-220	124-135	0-235	0.6%	124-270
Low	123-070	123-195	0-125	0.3%	123-070
Close	123-205	124-085	0-200	0.5%	123-205
Range	0-150	0-260	0-110	73.4%	1-200
ATR	0-166	0-172	0-007	4.1%	0-000
Volume	781	2,050	1,269	162.5%	9,047

Daily Pivots for day following 23-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-172	126-068	124-228
R3	125-232	125-128	124-156
R2	124-292	124-292	124-133
R1	124-188	124-188	124-109	124-240
PP	124-032	124-032	124-032	124-058
S1	123-248	123-248	124-061	123-300
S2	123-092	123-092	124-037
S3	122-152	122-308	124-013
S4	121-212	122-048	123-262

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	128-248	127-267	124-171
R3	127-048	126-067	124-028
R2	125-168	125-168	123-300
R1	124-187	124-187	123-253	124-078
PP	123-288	123-288	123-288	123-234
S1	122-307	122-307	123-157	122-198
S2	122-088	122-088	123-110
S3	120-208	121-107	123-062
S4	119-008	119-227	122-239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-270	123-070	1-200	1.3%	0-226	0.6%	64%	False	False	2,219
10	124-270	123-070	1-200	1.3%	0-200	0.5%	64%	False	False	1,992
20	124-270	122-180	2-090	1.8%	0-153	0.4%	75%	False	False	1,084

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-280
2.618	126-176
1.618	125-236
1.000	125-075
0.618	124-296
HIGH	124-135
0.618	124-036
0.500	124-005
0.382	123-294
LOW	123-195
0.618	123-034
1.000	122-255
1.618	122-094
2.618	121-154
4.250	120-050

Fisher Pivots for day following 23-Jan-2017
Pivot	1 day	3 day
R1	124-058	124-037
PP	124-032	123-310
S1	124-005	123-263

Download as Excel Spreadsheet

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

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