ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	117-087	117-102	0-015	0.0%	117-093
High	117-110	117-147	0-037	0.1%	117-242
Low	117-038	117-090	0-053	0.1%	116-313
Close	117-110	117-118	0-007	0.0%	117-110
Range	0-073	0-057	-0-015	-20.7%	0-250
ATR	0-103	0-099	-0-003	-3.1%	0-000
Volume	5,419	2,492	-2,927	-54.0%	86,847

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-291	117-262	117-149
R3	117-233	117-204	117-133
R2	117-176	117-176	117-128
R1	117-147	117-147	117-123	117-161
PP	117-118	117-118	117-118	117-126
S1	117-089	117-089	117-112	117-104
S2	117-061	117-061	117-107
S3	117-003	117-032	117-102
S4	116-266	116-294	117-086

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	117-225	116-313	0-232	0.6%	0-091	0.2%	54%	False	False	13,709
10	117-285	116-305	0-300	0.8%	0-109	0.3%	44%	False	False	9,773
20	117-285	116-293	0-312	0.8%	0-102	0.3%	46%	False	False	4,967
40	117-293	116-167	1-125	1.2%	0-052	0.1%	61%	False	False	2,483

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	0-032
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	118-072
2.618	117-298
1.618	117-240
1.000	117-205
0.618	117-183
HIGH	117-147
0.618	117-126
0.500	117-119
0.382	117-112
LOW	117-090
0.618	117-054
1.000	117-033
1.618	116-317
2.618	116-260
4.250	116-166

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	117-119	117-102
PP	117-118	117-086
S1	117-118	117-070

Download as Excel Spreadsheet

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

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