ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 13-Mar-2017

Day Change Summary
	Previous	Current
	10-Mar-2017	13-Mar-2017	Change	Change %	Previous Week
Open	122-235	123-020	0-105	0.3%	123-180
High	123-040	123-075	0-035	0.1%	123-275
Low	122-205	122-215	0-010	0.0%	122-205
Close	123-005	122-255	-0-070	-0.2%	123-005
Range	0-155	0-180	0-025	16.1%	1-070
ATR	0-167	0-168	0-001	0.6%	0-000
Volume	1,648,148	860,406	-787,742	-47.8%	6,376,259

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-188	124-082	123-034
R3	124-008	123-222	122-305
R2	123-148	123-148	122-288
R1	123-042	123-042	122-272	123-005
PP	122-288	122-288	122-288	122-270
S1	122-182	122-182	122-239	122-145
S2	122-108	122-108	122-222
S3	121-248	122-002	122-206
S4	121-068	121-142	122-156

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-265	126-045	123-220
R3	125-195	124-295	123-112
R2	124-125	124-125	123-076
R1	123-225	123-225	123-041	123-140
PP	123-055	123-055	123-055	123-012
S1	122-155	122-155	122-289	122-070
S2	121-305	121-305	122-253
S3	120-235	121-085	122-218
S4	119-165	120-015	122-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-205	122-205	1-000	0.8%	0-154	0.4%	16%	False	False	1,261,790
10	124-260	122-205	2-055	1.8%	0-159	0.4%	7%	False	False	1,342,369
20	125-045	122-205	2-160	2.0%	0-162	0.4%	6%	False	False	1,027,841
40	125-045	122-205	2-160	2.0%	0-173	0.4%	6%	False	False	518,762
60	125-045	122-000	3-045	2.6%	0-148	0.4%	25%	False	False	346,006

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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-200
2.618	124-226
1.618	124-046
1.000	123-255
0.618	123-186
HIGH	123-075
0.618	123-006
0.500	122-305
0.382	122-284
LOW	122-215
0.618	122-104
1.000	122-035
1.618	121-244
2.618	121-064
4.250	120-090

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	122-305	122-300
PP	122-288	122-285
S1	122-272	122-270

Download as Excel Spreadsheet

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

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