ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	117-238	117-222	-0-015	0.0%	117-213
High	117-270	117-313	0-042	0.1%	118-042
Low	117-210	117-218	0-007	0.0%	117-118
Close	117-240	117-278	0-038	0.1%	117-233
Range	0-060	0-095	0-035	58.3%	0-245
ATR	0-119	0-118	-0-002	-1.5%	0-000
Volume	666,711	1,184,437	517,726	77.7%	3,575,607

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-234	118-191	118-010
R3	118-139	118-096	117-304
R2	118-044	118-044	117-295
R1	118-001	118-001	117-286	118-023
PP	117-269	117-269	117-269	117-280
S1	117-226	117-226	117-269	117-248
S2	117-174	117-174	117-260
S3	117-079	117-131	117-251
S4	116-304	117-036	117-225

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	117-313	117-118	0-195	0.5%	0-087	0.2%	82%	True	False	773,780
10	118-058	117-110	0-267	0.7%	0-113	0.3%	63%	False	False	805,459
20	118-080	117-080	1-000	0.8%	0-124	0.3%	62%	False	False	775,527
40	118-080	116-175	1-225	1.4%	0-116	0.3%	78%	False	False	699,427
60	121-110	116-175	4-255	4.1%	0-129	0.3%	28%	False	False	605,198
80	121-110	116-175	4-255	4.1%	0-113	0.3%	28%	False	False	454,616
100	121-135	116-175	4-280	4.1%	0-092	0.2%	27%	False	False	363,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-076
2.618	118-241
1.618	118-146
1.000	118-088
0.618	118-051
HIGH	117-313
0.618	117-276
0.500	117-265
0.382	117-254
LOW	117-218
0.618	117-159
1.000	117-122
1.618	117-064
2.618	116-289
4.250	116-134

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	117-273	117-264
PP	117-269	117-250
S1	117-265	117-236

Download as Excel Spreadsheet

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

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