ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	117-273	117-245	-0-028	-0.1%	117-213
High	117-275	117-318	0-042	0.1%	118-042
Low	117-153	117-230	0-078	0.2%	117-118
Close	117-253	117-262	0-010	0.0%	117-233
Range	0-122	0-087	-0-035	-28.6%	0-245
ATR	0-118	0-116	-0-002	-1.9%	0-000
Volume	940,878	705,917	-234,961	-25.0%	3,575,607

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-212	118-165	117-311
R3	118-125	118-077	117-287
R2	118-037	118-037	117-279
R1	117-310	117-310	117-271	118-014
PP	117-270	117-270	117-270	117-282
S1	117-223	117-223	117-254	117-246
S2	117-183	117-183	117-246
S3	117-095	117-135	117-238
S4	117-008	117-048	117-214

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	117-318	117-153	0-165	0.4%	0-088	0.2%	67%	True	False	815,245
10	118-042	117-110	0-252	0.7%	0-105	0.3%	60%	False	False	797,063
20	118-080	117-110	0-290	0.8%	0-124	0.3%	53%	False	False	785,760
40	118-080	116-175	1-225	1.4%	0-113	0.3%	75%	False	False	699,153
60	121-110	116-175	4-255	4.1%	0-129	0.3%	27%	False	False	631,886
80	121-110	116-175	4-255	4.1%	0-114	0.3%	27%	False	False	475,198
100	121-135	116-175	4-280	4.1%	0-094	0.2%	26%	False	False	380,166

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-049
2.618	118-227
1.618	118-139
1.000	118-085
0.618	118-052
HIGH	117-318
0.618	117-284
0.500	117-274
0.382	117-263
LOW	117-230
0.618	117-176
1.000	117-143
1.618	117-088
2.618	117-001
4.250	116-178

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	117-274	117-253
PP	117-270	117-244
S1	117-266	117-235

Download as Excel Spreadsheet

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

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