ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 15-Feb-2017

Day Change Summary
	Previous	Current
	14-Feb-2017	15-Feb-2017	Change	Change %	Previous Week
Open	117-162	117-065	-0-098	-0.3%	117-200
High	117-175	117-087	-0-088	-0.2%	118-047
Low	117-038	116-307	-0-050	-0.1%	117-187
Close	117-085	117-018	-0-067	-0.2%	117-207
Range	0-138	0-100	-0-038	-27.3%	0-180
ATR	0-103	0-102	0-000	-0.2%	0-000
Volume	113,275	76,831	-36,444	-32.2%	171,383

Daily Pivots for day following 15-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-011	117-274	117-073
R3	117-231	117-174	117-045
R2	117-131	117-131	117-036
R1	117-074	117-074	117-027	117-052
PP	117-031	117-031	117-031	117-020
S1	116-294	116-294	117-008	116-272
S2	116-251	116-251	116-319
S3	116-151	116-194	116-310
S4	116-051	116-094	116-283

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-154	119-041	117-306
R3	118-294	118-181	117-257
R2	118-114	118-114	117-240
R1	118-001	118-001	117-224	118-057
PP	117-254	117-254	117-254	117-282
S1	117-141	117-141	117-191	117-197
S2	117-074	117-074	117-174
S3	116-214	116-281	117-158
S4	116-034	116-101	117-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-022	116-307	1-035	0.9%	0-091	0.2%	8%	False	True	61,196
10	118-047	116-307	1-060	1.0%	0-097	0.3%	8%	False	True	44,869
20	118-047	116-305	1-062	1.0%	0-100	0.3%	8%	False	False	29,076
40	118-047	116-202	1-165	1.3%	0-080	0.2%	28%	False	False	14,657

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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-192
2.618	118-029
1.618	117-249
1.000	117-187
0.618	117-149
HIGH	117-087
0.618	117-049
0.500	117-037
0.382	117-026
LOW	116-307
0.618	116-246
1.000	116-207
1.618	116-146
2.618	116-046
4.250	115-202

Fisher Pivots for day following 15-Feb-2017
Pivot	1 day	3 day
R1	117-037	117-090
PP	117-031	117-066
S1	117-024	117-042

Download as Excel Spreadsheet

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

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