ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	123-120	123-225	0-105	0.3%	123-280
High	123-195	123-255	0-060	0.2%	124-135
Low	123-075	123-165	0-090	0.2%	123-000
Close	123-195	123-210	0-015	0.0%	123-195
Range	0-120	0-090	-0-030	-25.0%	1-135
ATR	0-173	0-167	-0-006	-3.4%	0-000
Volume	1,791	5,820	4,029	225.0%	21,973

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-160	124-115	123-260
R3	124-070	124-025	123-235
R2	123-300	123-300	123-227
R1	123-255	123-255	123-218	123-233
PP	123-210	123-210	123-210	123-199
S1	123-165	123-165	123-202	123-142
S2	123-120	123-120	123-194
S3	123-030	123-075	123-185
S4	122-260	122-305	123-161

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	124-125	123-000	1-125	1.1%	0-160	0.4%	47%	False	False	5,148
10	124-270	123-000	1-270	1.5%	0-193	0.5%	36%	False	False	3,684
20	124-270	123-000	1-270	1.5%	0-186	0.5%	36%	False	False	2,371
40	124-270	122-000	2-270	2.3%	0-103	0.3%	58%	False	False	1,185

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	0-033
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124-318
2.618	124-171
1.618	124-081
1.000	124-025
0.618	123-311
HIGH	123-255
0.618	123-221
0.500	123-210
0.382	123-199
LOW	123-165
0.618	123-109
1.000	123-075
1.618	123-019
2.618	122-249
4.250	122-102

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	123-210	123-183
PP	123-210	123-155
S1	123-210	123-128

Download as Excel Spreadsheet

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

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