ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 18-Jan-2017

Day Change Summary
	Previous	Current
	17-Jan-2017	18-Jan-2017	Change	Change %	Previous Week
Open	117-253	118-053	0-120	0.3%	117-202
High	118-080	118-058	-0-022	-0.1%	118-060
Low	117-250	117-185	-0-065	-0.2%	117-173
Close	118-050	117-275	-0-095	-0.3%	117-270
Range	0-150	0-193	0-043	28.4%	0-207
ATR	0-124	0-129	0-005	3.9%	0-000
Volume	841,178	756,698	-84,480	-10.0%	3,351,331

Daily Pivots for day following 18-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-217	119-118	118-061
R3	119-024	118-246	118-008
R2	118-152	118-152	117-310
R1	118-053	118-053	117-293	118-006
PP	117-279	117-279	117-279	117-256
S1	117-181	117-181	117-257	117-134
S2	117-087	117-087	117-240
S3	116-214	116-308	117-222
S4	116-022	116-116	117-169

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	118-080	117-185	0-215	0.6%	0-156	0.4%	42%	False	True	787,168
10	118-080	117-127	0-273	0.7%	0-141	0.4%	54%	False	False	737,470
20	118-080	116-247	1-153	1.3%	0-114	0.3%	74%	False	False	590,476
40	118-142	116-175	1-287	1.6%	0-121	0.3%	69%	False	False	713,699
60	121-110	116-175	4-255	4.1%	0-124	0.3%	27%	False	False	484,383
80	121-135	116-175	4-280	4.1%	0-103	0.3%	27%	False	False	363,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-236
2.618	119-242
1.618	119-049
1.000	118-250
0.618	118-176
HIGH	118-058
0.618	117-304
0.500	117-281
0.382	117-259
LOW	117-185
0.618	117-066
1.000	116-312
1.618	116-194
2.618	116-001
4.250	115-007

Fisher Pivots for day following 18-Jan-2017
Pivot	1 day	3 day
R1	117-281	117-292
PP	117-279	117-287
S1	117-277	117-281

Download as Excel Spreadsheet

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

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