ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	117-230	117-175	-0-055	-0.1%	117-253
High	117-250	117-207	-0-043	-0.1%	118-080
Low	117-138	117-118	-0-020	-0.1%	117-110
Close	117-153	117-198	0-045	0.1%	117-218
Range	0-113	0-090	-0-023	-20.0%	0-290
ATR	0-131	0-128	-0-003	-2.2%	0-000
Volume	790,167	649,299	-140,868	-17.8%	3,469,014

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-124	118-091	117-247
R3	118-034	118-001	117-222
R2	117-264	117-264	117-214
R1	117-231	117-231	117-206	117-247
PP	117-174	117-174	117-174	117-182
S1	117-141	117-141	117-189	117-158
S2	117-084	117-084	117-181
S3	116-314	117-051	117-173
S4	116-224	116-281	117-148

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%	0-122	0.3%	35%	False	False	778,880
10	118-080	117-110	0-290	0.8%	0-136	0.4%	30%	False	False	806,679
20	118-080	116-295	1-105	1.1%	0-127	0.3%	52%	False	False	729,277
40	118-080	116-175	1-225	1.4%	0-120	0.3%	63%	False	False	716,584
60	121-110	116-175	4-255	4.1%	0-129	0.3%	22%	False	False	564,991
80	121-110	116-175	4-255	4.1%	0-112	0.3%	22%	False	False	424,254
100	121-135	116-175	4-280	4.1%	0-089	0.2%	22%	False	False	339,403

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-025
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	118-270
2.618	118-123
1.618	118-033
1.000	117-297
0.618	117-263
HIGH	117-207
0.618	117-173
0.500	117-162
0.382	117-152
LOW	117-118
0.618	117-062
1.000	117-028
1.618	116-292
2.618	116-202
4.250	116-055

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	117-186	117-232
PP	117-174	117-221
S1	117-162	117-209

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

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