ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 09-Feb-2017

Day Change Summary
	Previous	Current
	08-Feb-2017	09-Feb-2017	Change	Change %	Previous Week
Open	117-300	118-015	0-035	0.1%	117-102
High	118-047	118-022	-0-025	-0.1%	117-235
Low	117-255	117-227	-0-028	-0.1%	117-035
Close	118-005	117-235	-0-090	-0.2%	117-125
Range	0-112	0-115	0-003	2.2%	0-200
ATR	0-106	0-106	0-001	0.6%	0-000
Volume	19,390	27,226	7,836	40.4%	87,961

Daily Pivots for day following 09-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-293	118-219	117-298
R3	118-178	118-104	117-267
R2	118-063	118-063	117-256
R1	117-309	117-309	117-246	117-289
PP	117-268	117-268	117-268	117-258
S1	117-194	117-194	117-224	117-174
S2	117-153	117-153	117-214
S3	117-038	117-079	117-203
S4	116-243	116-284	117-172

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%	0-110	0.3%	53%	False	False	32,335
10	118-047	117-035	1-012	0.9%	0-097	0.3%	60%	False	False	21,611
20	118-047	116-305	1-062	1.0%	0-109	0.3%	65%	False	False	15,358
40	118-047	116-167	1-200	1.4%	0-073	0.2%	75%	False	False	7,688

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	0-028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-191
2.618	119-004
1.618	118-209
1.000	118-138
0.618	118-094
HIGH	118-022
0.618	117-299
0.500	117-285
0.382	117-271
LOW	117-227
0.618	117-156
1.000	117-112
1.618	117-041
2.618	116-246
4.250	116-059

Fisher Pivots for day following 09-Feb-2017
Pivot	1 day	3 day
R1	117-285	117-296
PP	117-268	117-276
S1	117-252	117-255

Download as Excel Spreadsheet

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

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