ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 19-Jan-2017

Day Change Summary
	Previous	Current
	18-Jan-2017	19-Jan-2017	Change	Change %	Previous Week
Open	117-190	117-095	-0-095	-0.3%	117-155
High	117-260	117-095	-0-165	-0.4%	117-260
Low	117-070	116-310	-0-080	-0.2%	117-073
Close	117-155	117-050	-0-105	-0.3%	117-153
Range	0-190	0-105	-0-085	-44.7%	0-187
ATR	0-094	0-099	0-005	5.4%	0-000
Volume	664	3,472	2,808	422.9%	1,434

Daily Pivots for day following 19-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-040	117-310	117-108
R3	117-255	117-205	117-079
R2	117-150	117-150	117-069
R1	117-100	117-100	117-060	117-073
PP	117-045	117-045	117-045	117-031
S1	116-315	116-315	117-040	116-288
S2	116-260	116-260	117-031
S3	116-155	116-210	117-021
S4	116-050	116-105	116-312

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	117-285	116-310	0-295	0.8%	0-121	0.3%	20%	False	True	1,574
10	117-285	116-310	0-295	0.8%	0-118	0.3%	20%	False	True	825
20	117-285	116-202	1-082	1.1%	0-065	0.2%	42%	False	False	412

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-221
2.618	118-050
1.618	117-265
1.000	117-200
0.618	117-160
HIGH	117-095
0.618	117-055
0.500	117-043
0.382	117-030
LOW	116-310
0.618	116-245
1.000	116-205
1.618	116-140
2.618	116-035
4.250	115-184

Fisher Pivots for day following 19-Jan-2017
Pivot	1 day	3 day
R1	117-048	117-138
PP	117-045	117-108
S1	117-043	117-079

Download as Excel Spreadsheet

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

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