ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	117-050	117-045	-0-005	0.0%	116-215
High	117-050	117-073	0-022	0.1%	117-102
Low	116-293	117-025	0-052	0.1%	116-215
Close	117-050	117-045	-0-005	0.0%	117-102
Range	0-078	0-048	-0-030	-38.7%	0-207
ATR	0-060	0-059	-0-001	-1.5%	0-000
Volume

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-190	117-165	117-071
R3	117-143	117-118	117-058
R2	117-095	117-095	117-054
R1	117-070	117-070	117-049	117-069
PP	117-047	117-047	117-047	117-047
S1	117-022	117-022	117-041	117-021
S2	117-000	117-000	117-036
S3	116-272	116-295	117-032
S4	116-225	116-247	117-019

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	116-293	0-130	0.3%	0-025	0.1%	56%	False	False
10	117-102	116-202	0-220	0.6%	0-013	0.0%	74%	False	False
20	117-293	116-167	1-125	1.2%	0-009	0.0%	44%	False	False

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	0-002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-274
2.618	117-197
1.618	117-149
1.000	117-120
0.618	117-102
HIGH	117-073
0.618	117-054
0.500	117-049
0.382	117-043
LOW	117-025
0.618	116-316
1.000	116-297
1.618	116-268
2.618	116-221
4.250	116-143

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	117-049	117-042
PP	117-047	117-040
S1	117-046	117-038

Download as Excel Spreadsheet

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

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