ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	117-213	118-015	0-122	0.3%	117-253
High	118-042	118-027	-0-015	0.0%	118-080
Low	117-210	117-215	0-005	0.0%	117-110
Close	118-010	117-220	-0-110	-0.3%	117-218
Range	0-152	0-132	-0-020	-13.1%	0-290
ATR	0-132	0-132	0-000	0.0%	0-000
Volume	915,171	642,684	-272,487	-29.8%	3,469,014

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-018	118-252	117-293
R3	118-206	118-119	117-256
R2	118-073	118-073	117-244
R1	117-307	117-307	117-232	117-284
PP	117-261	117-261	117-261	117-249
S1	117-174	117-174	117-208	117-151
S2	117-128	117-128	117-196
S3	116-316	117-042	117-184
S4	116-183	116-229	117-147

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	118-058	117-110	0-267	0.7%	0-139	0.4%	41%	False	False	837,138
10	118-080	117-110	0-290	0.8%	0-134	0.4%	38%	False	False	788,455
20	118-080	116-295	1-105	1.1%	0-122	0.3%	58%	False	False	676,092
40	118-080	116-175	1-225	1.4%	0-120	0.3%	67%	False	False	728,194
60	121-110	116-175	4-255	4.1%	0-129	0.3%	24%	False	False	541,375
80	121-135	116-175	4-280	4.1%	0-109	0.3%	23%	False	False	406,261
100	121-135	116-175	4-280	4.1%	0-087	0.2%	23%	False	False	325,009

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-271
2.618	119-054
1.618	118-242
1.000	118-160
0.618	118-109
HIGH	118-027
0.618	117-297
0.500	117-281
0.382	117-266
LOW	117-215
0.618	117-133
1.000	117-083
1.618	117-001
2.618	116-188
4.250	115-292

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	117-281	117-236
PP	117-261	117-231
S1	117-240	117-225

Download as Excel Spreadsheet

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

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