ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 03-Feb-2017

Day Change Summary
	Previous	Current
	02-Feb-2017	03-Feb-2017	Change	Change %	Previous Week
Open	117-245	117-255	0-010	0.0%	117-238
High	117-318	118-033	0-035	0.1%	118-033
Low	117-230	117-187	-0-043	-0.1%	117-153
Close	117-262	117-245	-0-018	0.0%	117-245
Range	0-087	0-165	0-078	88.6%	0-200
ATR	0-116	0-119	0-004	3.0%	0-000
Volume	705,917	1,045,581	339,664	48.1%	4,543,524

Daily Pivots for day following 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-117	119-026	118-016
R3	118-272	118-181	117-290
R2	118-107	118-107	117-275
R1	118-016	118-016	117-260	117-299
PP	117-262	117-262	117-262	117-243
S1	117-171	117-171	117-230	117-134
S2	117-097	117-097	117-215
S3	116-252	117-006	117-200
S4	116-087	116-161	117-154

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-210	119-107	118-035
R3	119-010	118-227	117-300
R2	118-130	118-130	117-282
R1	118-027	118-027	117-263	118-079
PP	117-250	117-250	117-250	117-276
S1	117-147	117-147	117-227	117-199
S2	117-050	117-050	117-208
S3	116-170	116-267	117-190
S4	115-290	116-067	117-135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-033	117-153	0-200	0.5%	0-106	0.3%	46%	True	False	908,704
10	118-042	117-118	0-245	0.7%	0-109	0.3%	52%	False	False	811,913
20	118-080	117-110	0-290	0.8%	0-123	0.3%	47%	False	False	787,205
40	118-080	116-175	1-225	1.4%	0-116	0.3%	72%	False	False	713,425
60	121-110	116-175	4-255	4.1%	0-131	0.3%	25%	False	False	649,192
80	121-110	116-175	4-255	4.1%	0-115	0.3%	25%	False	False	488,268
100	121-135	116-175	4-280	4.1%	0-095	0.3%	25%	False	False	390,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	120-094
2.618	119-145
1.618	118-300
1.000	118-198
0.618	118-134
HIGH	118-033
0.618	117-289
0.500	117-270
0.382	117-251
LOW	117-187
0.618	117-086
1.000	117-022
1.618	116-240
2.618	116-075
4.250	115-126

Fisher Pivots for day following 03-Feb-2017
Pivot	1 day	3 day
R1	117-270	117-253
PP	117-262	117-250
S1	117-253	117-247

Download as Excel Spreadsheet

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

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