ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	117-102	117-175	0-073	0.2%	117-093
High	117-147	117-195	0-048	0.1%	117-242
Low	117-090	117-100	0-010	0.0%	116-313
Close	117-118	117-160	0-042	0.1%	117-110
Range	0-057	0-095	0-038	65.3%	0-250
ATR	0-099	0-099	0-000	-0.3%	0-000
Volume	2,492	13,766	11,274	452.4%	86,847

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-117	118-073	117-212
R3	118-022	117-298	117-186
R2	117-247	117-247	117-177
R1	117-203	117-203	117-169	117-178
PP	117-152	117-152	117-152	117-139
S1	117-108	117-108	117-151	117-082
S2	117-057	117-057	117-143
S3	116-282	117-013	117-134
S4	116-187	116-238	117-108

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	117-195	116-313	0-202	0.5%	0-084	0.2%	83%	True	False	8,951
10	117-260	116-305	0-275	0.7%	0-112	0.3%	64%	False	False	10,900
20	117-285	116-293	0-312	0.8%	0-106	0.3%	60%	False	False	5,655
40	117-293	116-167	1-125	1.2%	0-054	0.1%	70%	False	False	2,827

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-279
2.618	118-124
1.618	118-029
1.000	117-290
0.618	117-254
HIGH	117-195
0.618	117-159
0.500	117-148
0.382	117-136
LOW	117-100
0.618	117-041
1.000	117-005
1.618	116-266
2.618	116-171
4.250	116-016

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	117-156	117-145
PP	117-152	117-131
S1	117-148	117-116

Download as Excel Spreadsheet

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

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