ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	124-140	124-160	0-020	0.1%	123-225
High	124-245	125-005	0-080	0.2%	124-085
Low	124-070	124-145	0-075	0.2%	123-115
Close	124-180	124-265	0-085	0.2%	123-230
Range	0-175	0-180	0-005	2.9%	0-290
ATR	0-175	0-176	0-000	0.2%	0-000
Volume	30,642	45,925	15,283	49.9%	41,025

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-145	126-065	125-044
R3	125-285	125-205	124-314
R2	125-105	125-105	124-298
R1	125-025	125-025	124-281	125-065
PP	124-245	124-245	124-245	124-265
S1	124-165	124-165	124-248	124-205
S2	124-065	124-065	124-232
S3	123-205	123-305	124-215
S4	123-025	123-125	124-166

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-160	126-005	124-070
R3	125-190	125-035	123-310
R2	124-220	124-220	123-283
R1	124-065	124-065	123-257	124-142
PP	123-250	123-250	123-250	123-289
S1	123-095	123-095	123-203	123-173
S2	122-280	122-280	123-177
S3	121-310	122-125	123-150
S4	121-020	121-155	123-071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-005	123-195	1-130	1.1%	0-174	0.4%	87%	True	False	18,872
10	125-005	123-000	2-005	1.6%	0-158	0.4%	91%	True	False	13,379
20	125-005	123-000	2-005	1.6%	0-190	0.5%	91%	True	False	8,010
40	125-005	122-000	3-005	2.4%	0-134	0.3%	94%	True	False	4,087

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	0-037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-130
2.618	126-156
1.618	125-296
1.000	125-185
0.618	125-116
HIGH	125-005
0.618	124-256
0.500	124-235
0.382	124-214
LOW	124-145
0.618	124-034
1.000	123-285
1.618	123-174
2.618	122-314
4.250	122-020

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	124-255	124-228
PP	124-245	124-192
S1	124-235	124-155

Download as Excel Spreadsheet

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

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