ECBOT 10 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 20-Mar-2017

Day Change Summary
	Previous	Current
	17-Mar-2017	20-Mar-2017	Change	Change %	Previous Week
Open	123-120	123-240	0-120	0.3%	123-020
High	123-280	124-025	0-065	0.2%	123-280
Low	123-115	123-210	0-095	0.2%	122-205
Close	123-240	124-000	0-080	0.2%	123-240
Range	0-165	0-135	-0-030	-18.2%	1-075
ATR	0-173	0-170	-0-003	-1.6%	0-000
Volume	845,989	778,950	-67,039	-7.9%	5,439,718

Daily Pivots for day following 20-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-057	125-003	124-074
R3	124-242	124-188	124-037
R2	124-107	124-107	124-025
R1	124-053	124-053	124-012	124-080
PP	123-292	123-292	123-292	123-305
S1	123-238	123-238	123-308	123-265
S2	123-157	123-157	123-295
S3	123-022	123-103	123-283
S4	122-207	122-288	123-246

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-040	126-215	124-137
R3	125-285	125-140	124-029
R2	124-210	124-210	123-312
R1	124-065	124-065	123-276	124-138
PP	123-135	123-135	123-135	123-171
S1	122-310	122-310	123-204	123-062
S2	122-060	122-060	123-168
S3	120-305	121-235	123-131
S4	119-230	120-160	123-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-025	122-205	1-140	1.2%	0-177	0.4%	95%	True	False	1,071,652
10	124-025	122-205	1-140	1.2%	0-165	0.4%	95%	True	False	1,166,721
20	125-045	122-205	2-160	2.0%	0-165	0.4%	54%	False	False	1,273,023
40	125-045	122-205	2-160	2.0%	0-167	0.4%	54%	False	False	652,475
60	125-045	122-180	2-185	2.1%	0-158	0.4%	56%	False	False	435,311

Crabel Price Patterns
NR	True
NR4	True
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	0-025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-279
2.618	125-058
1.618	124-243
1.000	124-160
0.618	124-108
HIGH	124-025
0.618	123-293
0.500	123-278
0.382	123-262
LOW	123-210
0.618	123-127
1.000	123-075
1.618	122-312
2.618	122-177
4.250	121-276

Fisher Pivots for day following 20-Mar-2017
Pivot	1 day	3 day
R1	123-306	123-290
PP	123-292	123-260
S1	123-278	123-230

Download as Excel Spreadsheet

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

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