ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	117-178	117-182	0-005	0.0%	117-025
High	117-207	117-205	-0-002	0.0%	117-220
Low	117-080	117-127	0-047	0.1%	116-295
Close	117-175	117-170	-0-005	0.0%	117-213
Range	0-127	0-078	-0-050	-39.2%	0-245
ATR	0-111	0-109	-0-002	-2.2%	0-000
Volume	837,943	604,181	-233,762	-27.9%	1,683,164

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-080	118-043	117-213
R3	118-003	117-285	117-191
R2	117-245	117-245	117-184
R1	117-208	117-208	117-177	117-188
PP	117-167	117-167	117-167	117-157
S1	117-130	117-130	117-163	117-110
S2	117-090	117-090	117-156
S3	117-012	117-053	117-149
S4	116-255	116-295	117-127

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%	0-101	0.3%	80%	False	False	589,314
10	117-220	116-258	0-282	0.8%	0-084	0.2%	82%	False	False	449,821
20	118-038	116-175	1-182	1.3%	0-102	0.3%	63%	False	False	612,547
40	121-110	116-175	4-255	4.1%	0-132	0.3%	21%	False	False	554,950
60	121-110	116-175	4-255	4.1%	0-111	0.3%	21%	False	False	371,678
80	121-135	116-175	4-280	4.1%	0-086	0.2%	20%	False	False	278,767

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-214
2.618	118-088
1.618	118-010
1.000	117-282
0.618	117-253
HIGH	117-205
0.618	117-175
0.500	117-166
0.382	117-157
LOW	117-127
0.618	117-080
1.000	117-050
1.618	117-002
2.618	116-245
4.250	116-118

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	117-169	117-163
PP	117-167	117-157
S1	117-166	117-150

Download as Excel Spreadsheet

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

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