ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	118-060	118-055	-0-005	0.0%	117-238
High	118-107	118-142	0-035	0.1%	118-033
Low	118-013	118-042	0-030	0.1%	117-153
Close	118-062	118-110	0-048	0.1%	117-245
Range	0-095	0-100	0-005	5.3%	0-200
ATR	0-119	0-118	-0-001	-1.2%	0-000
Volume	730,194	896,547	166,353	22.8%	4,543,524

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-078	119-034	118-165
R3	118-298	118-254	118-138
R2	118-198	118-198	118-128
R1	118-154	118-154	118-119	118-176
PP	118-098	118-098	118-098	118-109
S1	118-054	118-054	118-101	118-076
S2	117-318	117-318	118-092
S3	117-218	117-274	118-083
S4	117-118	117-174	118-055

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	118-142	117-187	0-275	0.7%	0-114	0.3%	88%	True	False	823,928
10	118-142	117-118	1-025	0.9%	0-101	0.3%	91%	True	False	813,925
20	118-142	117-110	1-032	0.9%	0-120	0.3%	91%	True	False	814,712
40	118-142	116-175	1-287	1.6%	0-116	0.3%	95%	True	False	722,882
60	119-107	116-175	2-252	2.4%	0-121	0.3%	64%	False	False	687,345
80	121-110	116-175	4-255	4.1%	0-117	0.3%	37%	False	False	517,858
100	121-135	116-175	4-280	4.1%	0-099	0.3%	37%	False	False	414,303

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-247
2.618	119-084
1.618	118-304
1.000	118-242
0.618	118-204
HIGH	118-142
0.618	118-104
0.500	118-092
0.382	118-081
LOW	118-042
0.618	117-301
1.000	117-262
1.618	117-201
2.618	117-101
4.250	116-257

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	118-104	118-088
PP	118-098	118-066
S1	118-092	118-044

Download as Excel Spreadsheet

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

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