ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	117-280	117-262	-0-018	0.0%	117-178
High	118-038	118-058	0-020	0.1%	118-080
Low	117-233	117-262	0-030	0.1%	117-080
Close	117-275	117-290	0-015	0.0%	117-205
Range	0-125	0-115	-0-010	-8.0%	1-000
ATR	0-116	0-116	0-000	-0.1%	0-000
Volume	737,510	791,377	53,867	7.3%	3,263,440

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-015	118-268	118-033
R3	118-220	118-153	118-002
R2	118-105	118-105	117-311
R1	118-038	118-038	117-301	118-071
PP	117-310	117-310	117-310	118-007
S1	117-243	117-243	117-279	117-276
S2	117-195	117-195	117-269
S3	117-080	117-127	117-258
S4	116-285	117-012	117-227

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-228	120-057	118-061
R3	119-228	119-057	117-293
R2	118-228	118-228	117-264
R1	118-057	118-057	117-234	118-142
PP	117-228	117-228	117-228	117-271
S1	117-057	117-057	117-176	117-142
S2	116-228	116-228	117-146
S3	115-228	116-057	117-117
S4	114-228	115-057	117-029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	117-173	0-227	0.6%	0-124	0.3%	52%	False	False	669,378
10	118-080	117-080	1-000	0.8%	0-119	0.3%	66%	False	False	678,869
20	118-080	116-175	1-225	1.4%	0-114	0.3%	80%	False	False	627,310
40	118-280	116-175	2-105	2.0%	0-118	0.3%	58%	False	False	660,745
60	121-110	116-175	4-255	4.1%	0-118	0.3%	28%	False	False	444,374
80	121-135	116-175	4-280	4.1%	0-096	0.3%	28%	False	False	333,312

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-226
2.618	119-039
1.618	118-244
1.000	118-173
0.618	118-129
HIGH	118-058
0.618	118-014
0.500	118-000
0.382	117-306
LOW	117-262
0.618	117-191
1.000	117-147
1.618	117-076
2.618	116-281
4.250	116-094

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	118-000	117-305
PP	117-310	117-300
S1	117-300	117-295

Download as Excel Spreadsheet

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

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