ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	117-278	117-280	0-002	0.0%	117-178
High	117-300	118-038	0-058	0.2%	118-080
Low	117-245	117-233	-0-012	0.0%	117-080
Close	117-273	117-275	0-002	0.0%	117-205
Range	0-055	0-125	0-070	127.2%	1-000
ATR	0-116	0-116	0-001	0.6%	0-000
Volume	519,718	737,510	217,792	41.9%	3,263,440

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-023	118-274	118-024
R3	118-218	118-149	117-309
R2	118-093	118-093	117-298
R1	118-024	118-024	117-286	117-316
PP	117-288	117-288	117-288	117-274
S1	117-219	117-219	117-264	117-191
S2	117-163	117-163	117-252
S3	117-038	117-094	117-241
S4	116-233	116-289	117-206

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%	0-136	0.4%	45%	False	False	714,438
10	118-080	116-295	1-105	1.1%	0-118	0.3%	71%	False	False	651,876
20	118-080	116-175	1-225	1.4%	0-112	0.3%	77%	False	False	627,188
40	119-018	116-175	2-162	2.1%	0-121	0.3%	52%	False	False	642,060
60	121-110	116-175	4-255	4.1%	0-117	0.3%	27%	False	False	431,195
80	121-135	116-175	4-280	4.1%	0-095	0.3%	27%	False	False	323,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-249
2.618	119-045
1.618	118-240
1.000	118-162
0.618	118-115
HIGH	118-038
0.618	117-310
0.500	117-295
0.382	117-280
LOW	117-233
0.618	117-155
1.000	117-108
1.618	117-030
2.618	116-225
4.250	116-021

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	117-295	117-272
PP	117-288	117-268
S1	117-282	117-265

Download as Excel Spreadsheet

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

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