ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 20-Jan-2017

Day Change Summary
	Previous	Current
	19-Jan-2017	20-Jan-2017	Change	Change %	Previous Week
Open	117-182	117-162	-0-020	-0.1%	117-253
High	117-215	117-233	0-018	0.0%	118-080
Low	117-118	117-110	-0-007	0.0%	117-110
Close	117-178	117-218	0-040	0.1%	117-218
Range	0-098	0-122	0-025	25.6%	0-290
ATR	0-131	0-130	-0-001	-0.5%	0-000
Volume	974,057	897,081	-76,976	-7.9%	3,469,014

Daily Pivots for day following 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-234	118-188	117-285
R3	118-112	118-066	117-251
R2	117-309	117-309	117-240
R1	117-263	117-263	117-229	117-286
PP	117-187	117-187	117-187	117-198
S1	117-141	117-141	117-206	117-164
S2	117-064	117-064	117-195
S3	116-262	117-018	117-184
S4	116-139	116-216	117-150

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-152	119-315	118-057
R3	119-182	119-025	117-297
R2	118-212	118-212	117-271
R1	118-055	118-055	117-244	117-309
PP	117-243	117-243	117-243	117-209
S1	117-085	117-085	117-191	117-019
S2	116-273	116-273	117-164
S3	115-303	116-115	117-138
S4	115-013	115-145	117-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	117-110	0-290	0.8%	0-152	0.4%	37%	False	True	855,618
10	118-080	117-110	0-290	0.8%	0-138	0.4%	37%	False	True	762,498
20	118-080	116-282	1-118	1.2%	0-115	0.3%	58%	False	False	635,735
40	118-105	116-175	1-250	1.5%	0-120	0.3%	64%	False	False	743,721
60	121-110	116-175	4-255	4.1%	0-126	0.3%	24%	False	False	515,511
80	121-135	116-175	4-280	4.1%	0-106	0.3%	23%	False	False	386,788

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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-113
2.618	118-233
1.618	118-111
1.000	118-035
0.618	117-308
HIGH	117-233
0.618	117-186
0.500	117-171
0.382	117-157
LOW	117-110
0.618	117-034
1.000	116-308
1.618	116-232
2.618	116-109
4.250	115-229

Fisher Pivots for day following 20-Jan-2017
Pivot	1 day	3 day
R1	117-202	117-244
PP	117-187	117-235
S1	117-171	117-226

Download as Excel Spreadsheet

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

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