ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 17-Feb-2017

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	117-022	117-122	0-100	0.3%	117-175
High	117-140	117-215	0-075	0.2%	117-215
Low	117-022	117-105	0-082	0.2%	116-307
Close	117-122	117-182	0-060	0.2%	117-182
Range	0-118	0-110	-0-007	-6.4%	0-228
ATR	0-104	0-104	0-000	0.4%	0-000
Volume	88,310	105,090	16,780	19.0%	423,510

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-178	118-130	117-243
R3	118-068	118-020	117-213
R2	117-278	117-278	117-203
R1	117-230	117-230	117-193	117-254
PP	117-167	117-167	117-167	117-179
S1	117-120	117-120	117-172	117-144
S2	117-057	117-057	117-162
S3	116-267	117-010	117-152
S4	116-157	116-220	117-122

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-171	119-084	117-308
R3	118-263	118-177	117-245
R2	118-036	118-036	117-224
R1	117-269	117-269	117-203	117-313
PP	117-128	117-128	117-128	117-150
S1	117-042	117-042	117-162	117-085
S2	116-221	116-221	117-141
S3	115-313	116-134	117-120
S4	115-086	115-227	117-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-215	116-307	0-228	0.6%	0-104	0.3%	86%	True	False	84,702
10	118-047	116-307	1-060	1.0%	0-097	0.3%	51%	False	False	59,489
20	118-047	116-307	1-060	1.0%	0-101	0.3%	51%	False	False	38,485
40	118-047	116-215	1-152	1.3%	0-086	0.2%	61%	False	False	19,492

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-043
2.618	118-183
1.618	118-073
1.000	118-005
0.618	117-283
HIGH	117-215
0.618	117-173
0.500	117-160
0.382	117-147
LOW	117-105
0.618	117-037
1.000	116-315
1.618	116-247
2.618	116-137
4.250	115-277

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	117-175	117-155
PP	117-167	117-128
S1	117-160	117-101

Download as Excel Spreadsheet

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

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