ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	117-267	117-300	0-033	0.1%	117-102
High	117-315	118-047	0-052	0.1%	117-235
Low	117-225	117-255	0-030	0.1%	117-035
Close	117-273	118-005	0-052	0.1%	117-125
Range	0-090	0-112	0-022	25.0%	0-200
ATR	0-105	0-106	0-001	0.5%	0-000
Volume	52,986	19,390	-33,596	-63.4%	87,961

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-013	118-282	118-067
R3	118-221	118-169	118-036
R2	118-108	118-108	118-026
R1	118-057	118-057	118-015	118-082
PP	117-316	117-316	117-316	118-009
S1	117-264	117-264	117-315	117-290
S2	117-203	117-203	117-304
S3	117-091	117-152	117-294
S4	116-298	117-039	117-263

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	118-047	117-085	0-282	0.7%	0-104	0.3%	85%	True	False	28,541
10	118-047	116-313	1-055	1.0%	0-094	0.2%	89%	True	False	20,134
20	118-047	116-305	1-062	1.0%	0-109	0.3%	89%	True	False	14,003
40	118-047	116-167	1-200	1.4%	0-070	0.2%	92%	True	False	7,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-206
2.618	119-022
1.618	118-229
1.000	118-160
0.618	118-117
HIGH	118-047
0.618	118-005
0.500	117-311
0.382	117-298
LOW	117-255
0.618	117-185
1.000	117-143
1.618	117-073
2.618	116-281
4.250	116-097

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	118-000	117-310
PP	117-316	117-294
S1	117-311	117-279

Download as Excel Spreadsheet

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

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