ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	117-065	117-042	-0-022	-0.1%	117-250
High	117-122	117-078	-0-045	-0.1%	117-285
Low	117-013	116-313	-0-020	-0.1%	116-305
Close	117-022	117-070	0-048	0.1%	117-090
Range	0-110	0-085	-0-025	-22.7%	0-300
ATR	0-106	0-105	-0-002	-1.4%	0-000
Volume	10,629	12,451	1,822	17.1%	8,392

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-302	117-271	117-117
R3	117-217	117-186	117-093
R2	117-132	117-132	117-086
R1	117-101	117-101	117-078	117-116
PP	117-047	117-047	117-047	117-054
S1	117-016	117-016	117-062	117-031
S2	116-282	116-282	117-054
S3	116-197	116-251	117-047
S4	116-112	116-166	117-023

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-060	119-215	117-255
R3	119-080	118-235	117-173
R2	118-100	118-100	117-145
R1	117-255	117-255	117-118	117-188
PP	117-120	117-120	117-120	117-086
S1	116-275	116-275	117-063	116-208
S2	116-140	116-140	117-035
S3	115-160	115-295	117-008
S4	114-180	114-315	116-245

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-242	116-305	0-258	0.7%	0-119	0.3%	33%	False	False	16,638
10	117-285	116-305	0-300	0.8%	0-120	0.3%	28%	False	False	9,106
20	117-285	116-293	0-312	0.8%	0-095	0.3%	31%	False	False	4,572
40	117-310	116-167	1-143	1.2%	0-049	0.1%	48%	False	False	2,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	118-119
2.618	117-300
1.618	117-215
1.000	117-162
0.618	117-130
HIGH	117-078
0.618	117-045
0.500	117-035
0.382	117-025
LOW	116-313
0.618	116-260
1.000	116-228
1.618	116-175
2.618	116-090
4.250	115-271

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	117-058	117-109
PP	117-047	117-096
S1	117-035	117-083

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

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