ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	117-222	117-273	0-050	0.1%	117-213
High	117-313	117-275	-0-038	-0.1%	118-042
Low	117-218	117-153	-0-065	-0.2%	117-118
Close	117-278	117-253	-0-025	-0.1%	117-233
Range	0-095	0-122	0-027	28.9%	0-245
ATR	0-118	0-118	0-001	0.4%	0-000
Volume	1,184,437	940,878	-243,559	-20.6%	3,575,607

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-274	118-226	118-000
R3	118-152	118-103	117-286
R2	118-029	118-029	117-275
R1	117-301	117-301	117-264	117-264
PP	117-227	117-227	117-227	117-208
S1	117-178	117-178	117-241	117-141
S2	117-104	117-104	117-230
S3	116-302	117-056	117-219
S4	116-179	116-253	117-185

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%	0-088	0.2%	69%	False	False	803,922
10	118-042	117-110	0-252	0.7%	0-106	0.3%	56%	False	False	823,877
20	118-080	117-110	0-290	0.8%	0-123	0.3%	49%	False	False	780,673
40	118-080	116-175	1-225	1.4%	0-116	0.3%	73%	False	False	701,096
60	121-110	116-175	4-255	4.1%	0-129	0.3%	26%	False	False	620,403
80	121-110	116-175	4-255	4.1%	0-114	0.3%	26%	False	False	466,376
100	121-135	116-175	4-280	4.1%	0-093	0.2%	25%	False	False	373,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-156
2.618	118-276
1.618	118-153
1.000	118-078
0.618	118-031
HIGH	117-275
0.618	117-228
0.500	117-214
0.382	117-199
LOW	117-153
0.618	117-077
1.000	117-030
1.618	116-274
2.618	116-152
4.250	115-272

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	117-240	117-246
PP	117-227	117-239
S1	117-214	117-233

Download as Excel Spreadsheet

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

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