ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	122-020	122-220	0-200	0.5%	123-075
High	122-090	123-050	0-280	0.7%	123-075
Low	122-020	122-220	0-200	0.5%	122-150
Close	122-075	123-035	0-280	0.7%	122-185
Range	0-070	0-150	0-080	114.3%	0-245
ATR
Volume	151	12	-139	-92.1%	0

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-125	124-070	123-118
R3	123-295	123-240	123-076
R2	123-145	123-145	123-063
R1	123-090	123-090	123-049	123-118
PP	122-315	122-315	122-315	123-009
S1	122-260	122-260	123-021	122-288
S2	122-165	122-165	123-008
S3	122-015	122-110	122-314
S4	121-185	121-280	122-272

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-018	124-187	123-000
R3	124-093	123-262	122-252
R2	123-168	123-168	122-230
R1	123-017	123-017	122-207	122-290
PP	122-243	122-243	122-243	122-220
S1	122-092	122-092	122-163	122-045
S2	121-318	121-318	122-140
S3	121-073	121-167	122-118
S4	120-148	120-242	122-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-050	122-020	1-030	0.9%	0-046	0.1%	96%	True	False	39
10	123-075	122-020	1-055	1.0%	0-023	0.1%	89%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	125-048
2.618	124-123
1.618	123-293
1.000	123-200
0.618	123-143
HIGH	123-050
0.618	122-313
0.500	122-295
0.382	122-277
LOW	122-220
0.618	122-127
1.000	122-070
1.618	121-297
2.618	121-147
4.250	120-222

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	123-015	122-302
PP	122-315	122-248
S1	122-295	122-195

Download as Excel Spreadsheet

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

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