ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	117-275	118-060	0-105	0.3%	117-238
High	118-067	118-107	0-040	0.1%	118-033
Low	117-265	118-013	0-068	0.2%	117-153
Close	118-050	118-062	0-012	0.0%	117-245
Range	0-122	0-095	-0-028	-22.5%	0-200
ATR	0-121	0-119	-0-002	-1.5%	0-000
Volume	741,403	730,194	-11,209	-1.5%	4,543,524

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-026	118-299	118-115
R3	118-251	118-204	118-089
R2	118-156	118-156	118-080
R1	118-109	118-109	118-071	118-132
PP	118-061	118-061	118-061	118-072
S1	118-014	118-014	118-054	118-038
S2	117-286	117-286	118-045
S3	117-191	117-239	118-036
S4	117-096	117-144	118-010

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	118-107	117-153	0-275	0.7%	0-118	0.3%	84%	True	False	832,794
10	118-107	117-118	0-310	0.8%	0-102	0.3%	85%	True	False	803,287
20	118-107	117-110	0-317	0.8%	0-118	0.3%	86%	True	False	795,871
40	118-107	116-175	1-252	1.5%	0-117	0.3%	92%	True	False	719,980
60	119-290	116-175	3-115	2.8%	0-123	0.3%	49%	False	False	672,846
80	121-110	116-175	4-255	4.1%	0-117	0.3%	34%	False	False	506,657
100	121-135	116-175	4-280	4.1%	0-098	0.3%	34%	False	False	405,337

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-191
2.618	119-036
1.618	118-261
1.000	118-202
0.618	118-166
HIGH	118-107
0.618	118-071
0.500	118-060
0.382	118-049
LOW	118-013
0.618	117-274
1.000	117-238
1.618	117-179
2.618	117-084
4.250	116-249

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	118-062	118-037
PP	118-061	118-012
S1	118-060	117-307

Download as Excel Spreadsheet

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

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