ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	117-255	117-275	0-020	0.1%	117-238
High	118-033	118-067	0-035	0.1%	118-033
Low	117-187	117-265	0-078	0.2%	117-153
Close	117-245	118-050	0-125	0.3%	117-245
Range	0-165	0-122	-0-043	-25.8%	0-200
ATR	0-119	0-121	0-002	1.4%	0-000
Volume	1,045,581	741,403	-304,178	-29.1%	4,543,524

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-068	119-022	118-117
R3	118-266	118-219	118-084
R2	118-143	118-143	118-072
R1	118-097	118-097	118-061	118-120
PP	118-021	118-021	118-021	118-032
S1	117-294	117-294	118-039	117-318
S2	117-218	117-218	118-028
S3	117-096	117-172	118-016
S4	116-293	117-049	117-303

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	118-067	117-153	0-235	0.6%	0-119	0.3%	93%	True	False	923,643
10	118-067	117-118	0-270	0.7%	0-106	0.3%	94%	True	False	794,536
20	118-080	117-110	0-290	0.8%	0-119	0.3%	90%	False	False	784,043
40	118-080	116-175	1-225	1.4%	0-117	0.3%	94%	False	False	720,481
60	121-110	116-175	4-255	4.1%	0-131	0.3%	34%	False	False	661,148
80	121-110	116-175	4-255	4.1%	0-116	0.3%	34%	False	False	497,534
100	121-135	116-175	4-280	4.1%	0-097	0.3%	33%	False	False	398,035

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-268
2.618	119-068
1.618	118-266
1.000	118-190
0.618	118-143
HIGH	118-067
0.618	118-021
0.500	118-006
0.382	117-312
LOW	117-265
0.618	117-189
1.000	117-142
1.618	117-067
2.618	116-264
4.250	116-064

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	118-035	118-023
PP	118-021	117-315
S1	118-006	117-287

Download as Excel Spreadsheet

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

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