ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	122-265	123-255	0-310	0.8%	123-180
High	123-260	123-280	0-020	0.1%	123-275
Low	122-260	123-125	0-185	0.5%	122-205
Close	123-235	123-190	-0-045	-0.1%	123-005
Range	1-000	0-155	-0-165	-51.6%	1-070
ATR	0-175	0-173	-0-001	-0.8%	0-000
Volume	1,563,846	1,231,017	-332,829	-21.3%	6,376,259

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-023	124-262	123-275
R3	124-188	124-107	123-233
R2	124-033	124-033	123-218
R1	123-272	123-272	123-204	123-235
PP	123-198	123-198	123-198	123-180
S1	123-117	123-117	123-176	123-080
S2	123-043	123-043	123-162
S3	122-208	122-282	123-147
S4	122-053	122-127	123-105

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	123-280	122-205	1-075	1.0%	0-184	0.5%	77%	True	False	1,248,375
10	123-280	122-205	1-075	1.0%	0-160	0.4%	77%	True	False	1,232,643
20	125-045	122-205	2-160	2.0%	0-168	0.4%	38%	False	False	1,203,422
40	125-045	122-205	2-160	2.0%	0-168	0.4%	38%	False	False	611,988
60	125-045	122-080	2-285	2.3%	0-155	0.4%	46%	False	False	408,228

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-299
2.618	125-046
1.618	124-211
1.000	124-115
0.618	124-056
HIGH	123-280
0.618	123-221
0.500	123-202
0.382	123-184
LOW	123-125
0.618	123-029
1.000	122-290
1.618	122-194
2.618	122-039
4.250	121-106

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	123-202	123-154
PP	123-198	123-118
S1	123-194	123-082

Download as Excel Spreadsheet

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

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