ECBOT 5 Year T-Note Future June 2017

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

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	117-102	117-050	-0-052	-0.1%	116-215
High	117-102	117-050	-0-052	-0.1%	117-102
Low	117-102	116-293	-0-130	-0.3%	116-215
Close	117-102	117-050	-0-052	-0.1%	117-102
Range	0-000	0-078	0-078		0-207
ATR	0-055	0-060	0-005	9.9%	0-000
Volume

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-257	117-231	117-093
R3	117-179	117-153	117-071
R2	117-102	117-102	117-064
R1	117-076	117-076	117-057	117-089
PP	117-024	117-024	117-024	117-031
S1	116-318	116-318	117-043	117-011
S2	116-267	116-267	117-036
S3	116-189	116-241	117-029
S4	116-112	116-163	117-007

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-016	118-267	117-217
R3	118-128	118-059	117-160
R2	117-241	117-241	117-141
R1	117-172	117-172	117-122	117-206
PP	117-033	117-033	117-033	117-051
S1	116-284	116-284	117-083	116-319
S2	116-146	116-146	117-064
S3	115-258	116-077	117-045
S4	115-051	115-189	116-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-102	116-215	0-207	0.6%	0-016	0.0%	75%	False	False
10	117-102	116-202	0-220	0.6%	0-008	0.0%	76%	False	False
20	117-293	116-167	1-125	1.2%	0-006	0.0%	46%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	118-059
2.618	117-253
1.618	117-175
1.000	117-128
0.618	117-098
HIGH	117-050
0.618	117-020
0.500	117-011
0.382	117-002
LOW	116-293
0.618	116-245
1.000	116-215
1.618	116-167
2.618	116-090
4.250	115-283

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	117-037	117-046
PP	117-024	117-042
S1	117-011	117-038

Download as Excel Spreadsheet

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

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