ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 06-Jan-2017

Day Change Summary
	Previous	Current
	05-Jan-2017	06-Jan-2017	Change	Change %	Previous Week
Open	117-190	118-013	0-142	0.4%	117-178
High	118-033	118-080	0-047	0.1%	118-080
Low	117-175	117-187	0-012	0.0%	117-080
Close	117-302	117-205	-0-098	-0.3%	117-205
Range	0-178	0-213	0-035	19.7%	1-000
ATR	0-114	0-121	0-007	6.1%	0-000
Volume	1,016,679	804,637	-212,042	-20.9%	3,263,440

Daily Pivots for day following 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-262	119-126	118-002
R3	119-049	118-233	117-263
R2	118-157	118-157	117-244
R1	118-021	118-021	117-224	117-302
PP	117-264	117-264	117-264	117-245
S1	117-128	117-128	117-186	117-090
S2	117-052	117-052	117-166
S3	116-159	116-236	117-147
S4	115-267	116-023	117-088

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	117-080	1-000	0.9%	0-136	0.4%	39%	True	False	742,550
10	118-080	116-282	1-118	1.2%	0-108	0.3%	55%	True	False	554,096
20	118-080	116-175	1-225	1.4%	0-115	0.3%	64%	True	False	656,918
40	121-110	116-175	4-255	4.1%	0-137	0.4%	23%	False	False	599,701
60	121-110	116-175	4-255	4.1%	0-115	0.3%	23%	False	False	402,032
80	121-135	116-175	4-280	4.1%	0-091	0.2%	22%	False	False	301,533

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	0-021
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	121-023
2.618	119-316
1.618	119-104
1.000	118-293
0.618	118-211
HIGH	118-080
0.618	117-319
0.500	117-294
0.382	117-269
LOW	117-187
0.618	117-056
1.000	116-295
1.618	116-164
2.618	115-271
4.250	114-244

Fisher Pivots for day following 06-Jan-2017
Pivot	1 day	3 day
R1	117-294	117-264
PP	117-264	117-244
S1	117-235	117-225

Download as Excel Spreadsheet

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

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