ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	117-262	117-290	0-028	0.1%	117-202
High	118-058	118-060	0-002	0.0%	118-060
Low	117-262	117-185	-0-078	-0.2%	117-173
Close	117-290	117-270	-0-020	-0.1%	117-270
Range	0-115	0-195	0-080	69.6%	0-207
ATR	0-116	0-122	0-006	4.8%	0-000
Volume	791,377	809,078	17,701	2.2%	3,351,331

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-223	119-122	118-057
R3	119-028	118-247	118-004
R2	118-153	118-153	117-306
R1	118-052	118-052	117-288	118-005
PP	117-278	117-278	117-278	117-255
S1	117-177	117-177	117-252	117-130
S2	117-083	117-083	117-234
S3	116-208	116-302	117-216
S4	116-013	116-107	117-163

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-257	119-151	118-064
R3	119-049	118-263	118-007
R2	118-162	118-162	117-308
R1	118-056	118-056	117-289	118-109
PP	117-274	117-274	117-274	117-301
S1	117-168	117-168	117-251	117-221
S2	117-067	117-067	117-232
S3	116-179	116-281	117-213
S4	115-292	116-073	117-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-060	117-173	0-207	0.6%	0-120	0.3%	47%	True	False	670,266
10	118-080	117-080	1-000	0.8%	0-128	0.3%	59%	False	False	706,408
20	118-080	116-175	1-225	1.4%	0-109	0.3%	76%	False	False	615,439
40	118-242	116-175	2-067	1.9%	0-120	0.3%	59%	False	False	679,098
60	121-110	116-175	4-255	4.1%	0-120	0.3%	27%	False	False	457,841
80	121-135	116-175	4-280	4.1%	0-099	0.3%	27%	False	False	343,425

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-249
2.618	119-251
1.618	119-056
1.000	118-255
0.618	118-181
HIGH	118-060
0.618	117-306
0.500	117-282
0.382	117-259
LOW	117-185
0.618	117-064
1.000	116-310
1.618	116-189
2.618	115-314
4.250	114-316

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	117-282	117-282
PP	117-278	117-278
S1	117-274	117-274

Download as Excel Spreadsheet

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

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