ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 19-Jan-2017

Day Change Summary
	Previous	Current
	18-Jan-2017	19-Jan-2017	Change	Change %	Previous Week
Open	118-053	117-182	-0-190	-0.5%	117-202
High	118-058	117-215	-0-162	-0.4%	118-060
Low	117-185	117-118	-0-067	-0.2%	117-173
Close	117-275	117-178	-0-098	-0.3%	117-270
Range	0-193	0-098	-0-095	-49.4%	0-207
ATR	0-129	0-131	0-002	1.6%	0-000
Volume	756,698	974,057	217,359	28.7%	3,351,331

Daily Pivots for day following 19-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-143	118-098	117-231
R3	118-045	118-000	117-204
R2	117-268	117-268	117-195
R1	117-223	117-223	117-186	117-196
PP	117-170	117-170	117-170	117-157
S1	117-125	117-125	117-169	117-099
S2	117-073	117-073	117-160
S3	116-295	117-027	117-151
S4	116-197	116-250	117-124

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	117-118	0-282	0.8%	0-150	0.4%	21%	False	True	834,477
10	118-080	117-118	0-282	0.8%	0-143	0.4%	21%	False	True	774,458
20	118-080	116-258	1-142	1.2%	0-114	0.3%	52%	False	False	612,139
40	118-105	116-175	1-250	1.5%	0-120	0.3%	57%	False	False	731,501
60	121-110	116-175	4-255	4.1%	0-125	0.3%	21%	False	False	500,585
80	121-135	116-175	4-280	4.1%	0-104	0.3%	21%	False	False	375,574

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-031
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-309
2.618	118-150
1.618	118-053
1.000	117-313
0.618	117-275
HIGH	117-215
0.618	117-178
0.500	117-166
0.382	117-155
LOW	117-118
0.618	117-057
1.000	117-020
1.618	116-280
2.618	116-182
4.250	116-023

Fisher Pivots for day following 19-Jan-2017
Pivot	1 day	3 day
R1	117-174	117-259
PP	117-170	117-232
S1	117-166	117-205

Download as Excel Spreadsheet

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

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