ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	123-280	124-105	0-145	0.4%	124-080
High	124-135	124-125	-0-010	0.0%	124-270
Low	123-195	123-205	0-010	0.0%	123-070
Close	124-085	123-205	-0-200	-0.5%	123-205
Range	0-260	0-240	-0-020	-7.7%	1-200
ATR	0-172	0-177	0-005	2.8%	0-000
Volume	2,050	1,722	-328	-16.0%	9,047

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-045	125-205	124-017
R3	125-125	124-285	123-271
R2	124-205	124-205	123-249
R1	124-045	124-045	123-227	124-005
PP	123-285	123-285	123-285	123-265
S1	123-125	123-125	123-183	123-085
S2	123-045	123-045	123-161
S3	122-125	122-205	123-139
S4	121-205	121-285	123-073

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	124-230	123-070	1-160	1.2%	0-229	0.6%	28%	False	False	2,374
10	124-270	123-070	1-200	1.3%	0-209	0.5%	26%	False	False	2,053
20	124-270	122-180	2-090	1.8%	0-165	0.4%	47%	False	False	1,170

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

Fibonacci Retracements and Extensions
4.250	127-185
2.618	126-113
1.618	125-193
1.000	125-045
0.618	124-273
HIGH	124-125
0.618	124-033
0.500	124-005
0.382	123-297
LOW	123-205
0.618	123-057
1.000	122-285
1.618	122-137
2.618	121-217
4.250	120-145

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	124-005	123-263
PP	123-285	123-243
S1	123-245	123-224

Download as Excel Spreadsheet

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

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