ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	123-050	123-120	0-070	0.2%	123-280
High	123-140	123-195	0-055	0.1%	124-135
Low	123-000	123-075	0-075	0.2%	123-000
Close	123-125	123-195	0-070	0.2%	123-195
Range	0-140	0-120	-0-020	-14.3%	1-135
ATR	0-177	0-173	-0-004	-2.3%	0-000
Volume	10,131	1,791	-8,340	-82.3%	21,973

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-195	124-155	123-261
R3	124-075	124-035	123-228
R2	123-275	123-275	123-217
R1	123-235	123-235	123-206	123-255
PP	123-155	123-155	123-155	123-165
S1	123-115	123-115	123-184	123-135
S2	123-035	123-035	123-173
S3	122-235	122-315	123-162
S4	122-115	122-195	123-129

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-302	127-063	124-125
R3	126-167	125-248	124-000
R2	125-032	125-032	123-278
R1	124-113	124-113	123-237	124-005
PP	123-217	123-217	123-217	123-163
S1	122-298	122-298	123-153	122-190
S2	122-082	122-082	123-112
S3	120-267	121-163	123-070
S4	119-132	120-028	122-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-135	123-000	1-135	1.2%	0-194	0.5%	43%	False	False	4,394
10	124-270	123-000	1-270	1.5%	0-210	0.5%	33%	False	False	3,171
20	124-270	123-000	1-270	1.5%	0-184	0.5%	33%	False	False	2,080
40	124-270	122-000	2-270	2.3%	0-101	0.3%	57%	False	False	1,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-041
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	125-065
2.618	124-189
1.618	124-069
1.000	123-315
0.618	123-269
HIGH	123-195
0.618	123-149
0.500	123-135
0.382	123-121
LOW	123-075
0.618	123-001
1.000	122-275
1.618	122-201
2.618	122-081
4.250	121-205

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	123-175	123-173
PP	123-155	123-152
S1	123-135	123-130

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

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