ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	117-175	117-080	-0-095	-0.3%	117-093
High	117-195	117-145	-0-050	-0.1%	117-242
Low	117-100	117-035	-0-065	-0.2%	116-313
Close	117-160	117-133	-0-027	-0.1%	117-110
Range	0-095	0-110	0-015	15.8%	0-250
ATR	0-099	0-101	0-002	1.9%	0-000
Volume	13,766	24,506	10,740	78.0%	86,847

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-114	118-073	117-193
R3	118-004	117-283	117-163
R2	117-214	117-214	117-153
R1	117-173	117-173	117-143	117-194
PP	117-104	117-104	117-104	117-114
S1	117-063	117-063	117-122	117-084
S2	116-314	116-314	117-112
S3	116-204	116-273	117-102
S4	116-094	116-163	117-072

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%	69%	False	False	11,726
10	117-242	116-305	0-258	0.7%	0-104	0.3%	57%	False	False	13,284
20	117-285	116-305	0-300	0.8%	0-108	0.3%	49%	False	False	6,881
40	117-293	116-167	1-125	1.2%	0-057	0.2%	64%	False	False	3,440

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-292
2.618	118-113
1.618	118-003
1.000	117-255
0.618	117-213
HIGH	117-145
0.618	117-103
0.500	117-090
0.382	117-077
LOW	117-035
0.618	116-287
1.000	116-245
1.618	116-177
2.618	116-067
4.250	115-208

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	117-118	117-127
PP	117-104	117-121
S1	117-090	117-115

Download as Excel Spreadsheet

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

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