ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	117-213	117-200	-0-013	0.0%	117-155
High	117-260	117-235	-0-025	-0.1%	117-260
Low	117-175	117-073	-0-102	-0.3%	117-073
Close	117-175	117-153	-0-022	-0.1%	117-153
Range	0-085	0-162	0-078	91.2%	0-187
ATR	0-077	0-083	0-006	7.9%	0-000
Volume	1,076	165	-911	-84.7%	1,434

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-001	118-239	117-242
R3	118-158	118-077	117-197
R2	117-316	117-316	117-182
R1	117-234	117-234	117-167	117-194
PP	117-153	117-153	117-153	117-133
S1	117-072	117-072	117-138	117-031
S2	116-311	116-311	117-123
S3	116-148	116-229	117-108
S4	115-306	116-067	117-063

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-084	118-306	117-256
R3	118-217	118-118	117-204
R2	118-029	118-029	117-187
R1	117-251	117-251	117-170	117-206
PP	117-162	117-162	117-162	117-139
S1	117-063	117-063	117-135	117-019
S2	116-294	116-294	117-118
S3	116-107	116-196	117-101
S4	115-239	116-008	117-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-260	117-073	0-187	0.5%	0-096	0.3%	43%	False	True	286
10	117-260	116-293	0-287	0.8%	0-094	0.3%	63%	False	False	162
20	117-260	116-167	1-093	1.1%	0-047	0.1%	74%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-286
2.618	119-020
1.618	118-178
1.000	118-078
0.618	118-015
HIGH	117-235
0.618	117-173
0.500	117-154
0.382	117-135
LOW	117-073
0.618	116-292
1.000	116-230
1.618	116-130
2.618	115-287
4.250	115-022

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	117-154	117-166
PP	117-153	117-162
S1	117-153	117-157

Download as Excel Spreadsheet

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

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