ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	117-202	117-278	0-075	0.2%	117-178
High	117-282	117-300	0-018	0.0%	118-080
Low	117-173	117-245	0-072	0.2%	117-080
Close	117-273	117-273	0-000	0.0%	117-205
Range	0-110	0-055	-0-055	-50.0%	1-000
ATR	0-121	0-116	-0-005	-3.9%	0-000
Volume	493,648	519,718	26,070	5.3%	3,263,440

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-118	118-090	117-303
R3	118-063	118-035	117-288
R2	118-008	118-008	117-283
R1	117-300	117-300	117-278	117-286
PP	117-273	117-273	117-273	117-266
S1	117-245	117-245	117-267	117-231
S2	117-217	117-217	117-262
S3	117-162	117-190	117-257
S4	117-107	117-135	117-242

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	117-127	0-273	0.7%	0-127	0.3%	53%	False	False	687,772
10	118-080	116-295	1-105	1.1%	0-111	0.3%	70%	False	False	595,997
20	118-080	116-175	1-225	1.4%	0-112	0.3%	77%	False	False	631,052
40	119-107	116-175	2-252	2.4%	0-121	0.3%	47%	False	False	623,661
60	121-110	116-175	4-255	4.1%	0-116	0.3%	27%	False	False	418,906
80	121-135	116-175	4-280	4.1%	0-093	0.2%	27%	False	False	314,200

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-023
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	118-214
2.618	118-124
1.618	118-069
1.000	118-035
0.618	118-014
HIGH	117-300
0.618	117-279
0.500	117-272
0.382	117-266
LOW	117-245
0.618	117-211
1.000	117-190
1.618	117-156
2.618	117-101
4.250	117-011

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	117-273	117-286
PP	117-273	117-282
S1	117-272	117-277

Download as Excel Spreadsheet

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

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