ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	117-175	117-195	0-020	0.1%	117-213
High	117-207	117-235	0-028	0.1%	118-042
Low	117-118	117-160	0-042	0.1%	117-118
Close	117-198	117-233	0-035	0.1%	117-233
Range	0-090	0-075	-0-015	-16.6%	0-245
ATR	0-128	0-124	-0-004	-2.9%	0-000
Volume	649,299	578,286	-71,013	-10.9%	3,575,607

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-114	118-088	117-274
R3	118-039	118-013	117-253
R2	117-284	117-284	117-246
R1	117-258	117-258	117-239	117-271
PP	117-209	117-209	117-209	117-216
S1	117-183	117-183	117-226	117-196
S2	117-134	117-134	117-219
S3	117-059	117-108	117-212
S4	116-304	117-033	117-191

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-012	119-207	118-047
R3	119-087	118-282	117-300
R2	118-162	118-162	117-277
R1	118-038	118-038	117-255	118-100
PP	117-238	117-238	117-238	117-269
S1	117-113	117-113	117-210	117-175
S2	116-313	116-313	117-188
S3	116-068	116-188	117-165
S4	115-143	115-263	117-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-042	117-118	0-245	0.7%	0-112	0.3%	47%	False	False	715,121
10	118-080	117-110	0-290	0.8%	0-132	0.4%	42%	False	False	785,369
20	118-080	117-080	1-000	0.8%	0-125	0.3%	48%	False	False	732,119
40	118-080	116-175	1-225	1.4%	0-120	0.3%	69%	False	False	708,178
60	121-110	116-175	4-255	4.1%	0-130	0.3%	25%	False	False	574,579
80	121-110	116-175	4-255	4.1%	0-113	0.3%	25%	False	False	431,483
100	121-135	116-175	4-280	4.1%	0-090	0.2%	24%	False	False	345,186

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	118-234
2.618	118-111
1.618	118-036
1.000	117-310
0.618	117-281
HIGH	117-235
0.618	117-206
0.500	117-198
0.382	117-189
LOW	117-160
0.618	117-114
1.000	117-085
1.618	117-039
2.618	116-284
4.250	116-161

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	117-221	117-216
PP	117-209	117-200
S1	117-198	117-184

Download as Excel Spreadsheet

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

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