ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 06-Feb-2017

Day Change Summary
	Previous	Current
	03-Feb-2017	06-Feb-2017	Change	Change %	Previous Week
Open	117-125	117-200	0-075	0.2%	117-102
High	117-235	117-273	0-038	0.1%	117-235
Low	117-085	117-190	0-105	0.3%	117-035
Close	117-125	117-260	0-135	0.4%	117-125
Range	0-150	0-082	-0-068	-45.0%	0-200
ATR	0-103	0-106	0-003	3.1%	0-000
Volume	38,942	23,134	-15,808	-40.6%	87,961

Daily Pivots for day following 06-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-168	118-137	117-305
R3	118-086	118-054	117-283
R2	118-003	118-003	117-275
R1	117-292	117-292	117-268	117-308
PP	117-241	117-241	117-241	117-249
S1	117-209	117-209	117-252	117-225
S2	117-158	117-158	117-245
S3	117-076	117-127	117-237
S4	116-313	117-044	117-215

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-092	118-308	117-235
R3	118-212	118-108	117-180
R2	118-012	118-012	117-162
R1	117-228	117-228	117-143	117-280
PP	117-132	117-132	117-132	117-158
S1	117-028	117-028	117-107	117-080
S2	116-252	116-252	117-088
S3	116-052	116-148	117-070
S4	115-172	115-268	117-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-273	117-035	0-238	0.6%	0-104	0.3%	95%	True	False	21,720
10	117-273	116-313	0-280	0.7%	0-097	0.3%	96%	True	False	17,715
20	117-285	116-305	0-300	0.8%	0-104	0.3%	92%	False	False	10,388
40	117-285	116-167	1-118	1.2%	0-065	0.2%	94%	False	False	5,198

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-303
2.618	118-168
1.618	118-086
1.000	118-035
0.618	118-003
HIGH	117-273
0.618	117-241
0.500	117-231
0.382	117-222
LOW	117-190
0.618	117-139
1.000	117-108
1.618	117-057
2.618	116-294
4.250	116-159

Fisher Pivots for day following 06-Feb-2017
Pivot	1 day	3 day
R1	117-250	117-233
PP	117-241	117-206
S1	117-231	117-179

Download as Excel Spreadsheet

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

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