ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	117-160	117-178	0-018	0.0%	117-025
High	117-220	117-207	-0-013	0.0%	117-220
Low	117-135	117-080	-0-055	-0.1%	116-295
Close	117-213	117-175	-0-038	-0.1%	117-213
Range	0-085	0-127	0-042	50.0%	0-245
ATR	0-110	0-111	0-002	1.5%	0-000
Volume	449,313	837,943	388,630	86.5%	1,683,164

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-217	118-163	117-245
R3	118-089	118-036	117-210
R2	117-282	117-282	117-198
R1	117-228	117-228	117-187	117-191
PP	117-154	117-154	117-154	117-136
S1	117-101	117-101	117-163	117-064
S2	117-027	117-027	117-152
S3	116-219	116-293	117-140
S4	116-092	116-166	117-105

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-231	119-147	118-027
R3	118-306	118-222	117-280
R2	118-061	118-061	117-257
R1	117-297	117-297	117-235	118-019
PP	117-136	117-136	117-136	117-157
S1	117-052	117-052	117-190	117-094
S2	116-211	116-211	117-168
S3	115-286	116-127	117-145
S4	115-041	115-202	117-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-220	116-295	0-245	0.7%	0-095	0.3%	82%	False	False	504,221
10	117-220	116-247	0-293	0.8%	0-087	0.2%	85%	False	False	443,482
20	118-070	116-175	1-215	1.4%	0-108	0.3%	60%	False	False	621,519
40	121-110	116-175	4-255	4.1%	0-132	0.4%	21%	False	False	540,267
60	121-110	116-175	4-255	4.1%	0-111	0.3%	21%	False	False	361,610
80	121-135	116-175	4-280	4.1%	0-085	0.2%	21%	False	False	271,215

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	0-016
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	119-109
2.618	118-221
1.618	118-094
1.000	118-015
0.618	117-286
HIGH	117-207
0.618	117-159
0.500	117-144
0.382	117-129
LOW	117-080
0.618	117-001
1.000	116-273
1.618	116-194
2.618	116-066
4.250	115-178

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	117-165	117-167
PP	117-154	117-158
S1	117-144	117-150

Download as Excel Spreadsheet

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

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