ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	117-170	117-200	0-030	0.1%	117-050
High	117-180	117-238	0-058	0.2%	117-230
Low	117-150	117-120	-0-030	-0.1%	116-293
Close	117-155	117-158	0-002	0.0%	117-085
Range	0-030	0-118	0-088	291.9%	0-258
ATR	0-072	0-075	0-003	4.5%	0-000
Volume	54	113	59	109.3%	187

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-204	118-138	117-222
R3	118-087	118-021	117-190
R2	117-289	117-289	117-179
R1	117-223	117-223	117-168	117-198
PP	117-172	117-172	117-172	117-159
S1	117-106	117-106	117-147	117-080
S2	117-054	117-054	117-136
S3	116-257	116-308	117-125
S4	116-139	116-191	117-093

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-228	119-094	117-227
R3	118-291	118-157	117-156
R2	118-033	118-033	117-132
R1	117-219	117-219	117-109	117-286
PP	117-096	117-096	117-096	117-129
S1	116-282	116-282	117-061	117-029
S2	116-158	116-158	117-038
S3	115-221	116-024	117-014
S4	114-283	115-087	116-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-238	117-040	0-198	0.5%	0-114	0.3%	59%	True	False	76
10	117-238	116-293	0-265	0.7%	0-070	0.2%	70%	True	False	38
20	117-238	116-167	1-070	1.0%	0-037	0.1%	79%	True	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-097
2.618	118-225
1.618	118-108
1.000	118-035
0.618	117-310
HIGH	117-238
0.618	117-193
0.500	117-179
0.382	117-165
LOW	117-120
0.618	117-047
1.000	117-002
1.618	116-250
2.618	116-132
4.250	115-261

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	117-179	117-157
PP	117-172	117-157
S1	117-165	117-156

Download as Excel Spreadsheet

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

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