ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	117-195	117-238	0-042	0.1%	117-213
High	117-235	117-270	0-035	0.1%	118-042
Low	117-160	117-210	0-050	0.1%	117-118
Close	117-233	117-240	0-007	0.0%	117-233
Range	0-075	0-060	-0-015	-20.0%	0-245
ATR	0-124	0-119	-0-005	-3.7%	0-000
Volume	578,286	666,711	88,425	15.3%	3,575,607

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-100	118-070	117-273
R3	118-040	118-010	117-256
R2	117-300	117-300	117-251
R1	117-270	117-270	117-246	117-285
PP	117-240	117-240	117-240	117-248
S1	117-210	117-210	117-234	117-225
S2	117-180	117-180	117-229
S3	117-120	117-150	117-224
S4	117-060	117-090	117-207

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	118-027	117-118	0-230	0.6%	0-094	0.2%	53%	False	False	665,429
10	118-080	117-110	0-290	0.8%	0-118	0.3%	45%	False	False	771,133
20	118-080	117-080	1-000	0.8%	0-123	0.3%	50%	False	False	738,770
40	118-080	116-175	1-225	1.4%	0-118	0.3%	71%	False	False	693,569
60	121-110	116-175	4-255	4.1%	0-129	0.3%	25%	False	False	585,615
80	121-110	116-175	4-255	4.1%	0-113	0.3%	25%	False	False	439,812
100	121-135	116-175	4-280	4.1%	0-091	0.2%	25%	False	False	351,853

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	118-205
2.618	118-107
1.618	118-047
1.000	118-010
0.618	117-307
HIGH	117-270
0.618	117-247
0.500	117-240
0.382	117-233
LOW	117-210
0.618	117-173
1.000	117-150
1.618	117-113
2.618	117-053
4.250	116-275

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	117-240	117-225
PP	117-240	117-209
S1	117-240	117-194

Download as Excel Spreadsheet

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

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