ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	117-042	117-087	0-045	0.1%	117-093
High	117-078	117-110	0-033	0.1%	117-242
Low	116-313	117-038	0-045	0.1%	116-313
Close	117-070	117-110	0-040	0.1%	117-110
Range	0-085	0-073	-0-012	-14.7%	0-250
ATR	0-105	0-103	-0-002	-2.2%	0-000
Volume	12,451	5,419	-7,032	-56.5%	86,847

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-303	117-279	117-150
R3	117-231	117-207	117-130
R2	117-158	117-158	117-123
R1	117-134	117-134	117-117	117-146
PP	117-086	117-086	117-086	117-092
S1	117-062	117-062	117-103	117-074
S2	117-013	117-013	117-097
S3	116-261	116-309	117-090
S4	116-188	116-237	117-070

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-225	119-097	117-248
R3	118-295	118-167	117-179
R2	118-045	118-045	117-156
R1	117-238	117-238	117-133	117-301
PP	117-115	117-115	117-115	117-147
S1	116-308	116-308	117-087	117-051
S2	116-185	116-185	117-064
S3	115-255	116-058	117-041
S4	115-005	115-128	116-293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-242	116-313	0-250	0.7%	0-110	0.3%	47%	False	False	17,369
10	117-285	116-305	0-300	0.8%	0-119	0.3%	42%	False	False	9,540
20	117-285	116-293	0-312	0.8%	0-099	0.3%	44%	False	False	4,843
40	117-293	116-167	1-125	1.2%	0-051	0.1%	59%	False	False	2,421

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	0-034
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-098
2.618	117-300
1.618	117-227
1.000	117-183
0.618	117-155
HIGH	117-110
0.618	117-082
0.500	117-074
0.382	117-065
LOW	117-038
0.618	116-313
1.000	116-285
1.618	116-240
2.618	116-168
4.250	116-049

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	117-098	117-093
PP	117-086	117-075
S1	117-074	117-058

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

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