ECBOT 10 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	123-295	124-000	0-025	0.1%	123-020
High	124-010	124-120	0-110	0.3%	124-040
Low	123-255	124-000	0-065	0.2%	123-020
Close	124-000	124-050	0-050	0.1%	124-000
Range	0-075	0-120	0-045	60.0%	1-020
ATR	0-102	0-103	0-001	1.3%	0-000
Volume	5	44	39	780.0%	233

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-097	125-033	124-116
R3	124-297	124-233	124-083
R2	124-177	124-177	124-072
R1	124-113	124-113	124-061	124-145
PP	124-057	124-057	124-057	124-073
S1	123-313	123-313	124-039	124-025
S2	123-257	123-257	124-028
S3	123-137	123-193	124-017
S4	123-017	123-073	123-304

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-293	126-167	124-187
R3	125-273	125-147	124-094
R2	124-253	124-253	124-062
R1	124-127	124-127	124-031	124-190
PP	123-233	123-233	123-233	123-265
S1	123-107	123-107	123-289	123-170
S2	122-213	122-213	123-258
S3	121-193	122-087	123-226
S4	120-173	121-067	123-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-120	123-050	1-070	1.0%	0-119	0.3%	82%	True	False	45
10	124-120	122-020	2-100	1.9%	0-118	0.3%	91%	True	False	59
20	124-120	122-020	2-100	1.9%	0-062	0.2%	91%	True	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-310
2.618	125-114
1.618	124-314
1.000	124-240
0.618	124-194
HIGH	124-120
0.618	124-074
0.500	124-060
0.382	124-046
LOW	124-000
0.618	123-246
1.000	123-200
1.618	123-126
2.618	123-006
4.250	122-130

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	124-060	124-041
PP	124-057	124-032
S1	124-053	124-022

Download as Excel Spreadsheet

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

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