ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 25-Jan-2017

Day Change Summary
	Previous	Current
	24-Jan-2017	25-Jan-2017	Change	Change %	Previous Week
Open	118-015	117-230	-0-105	-0.3%	117-253
High	118-027	117-250	-0-097	-0.3%	118-080
Low	117-215	117-138	-0-078	-0.2%	117-110
Close	117-220	117-153	-0-067	-0.2%	117-218
Range	0-132	0-113	-0-020	-15.1%	0-290
ATR	0-132	0-131	-0-001	-1.1%	0-000
Volume	642,684	790,167	147,483	22.9%	3,469,014

Daily Pivots for day following 25-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-198	118-128	117-214
R3	118-085	118-015	117-183
R2	117-293	117-293	117-173
R1	117-223	117-223	117-163	117-201
PP	117-180	117-180	117-180	117-169
S1	117-110	117-110	117-142	117-089
S2	117-067	117-067	117-132
S3	116-275	116-317	117-122
S4	116-162	116-205	117-091

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	118-042	117-110	0-252	0.7%	0-123	0.3%	17%	False	False	843,832
10	118-080	117-110	0-290	0.8%	0-139	0.4%	15%	False	False	815,500
20	118-080	116-295	1-105	1.1%	0-125	0.3%	42%	False	False	705,748
40	118-080	116-175	1-225	1.4%	0-120	0.3%	55%	False	False	731,439
60	121-110	116-175	4-255	4.1%	0-129	0.3%	19%	False	False	554,211
80	121-110	116-175	4-255	4.1%	0-110	0.3%	19%	False	False	416,138
100	121-135	116-175	4-280	4.1%	0-088	0.2%	19%	False	False	332,910

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-088
2.618	118-225
1.618	118-112
1.000	118-043
0.618	118-000
HIGH	117-250
0.618	117-207
0.500	117-194
0.382	117-180
LOW	117-138
0.618	117-068
1.000	117-025
1.618	116-275
2.618	116-163
4.250	115-299

Fisher Pivots for day following 25-Jan-2017
Pivot	1 day	3 day
R1	117-194	117-250
PP	117-180	117-218
S1	117-166	117-185

Download as Excel Spreadsheet

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

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