ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	117-155	117-180	0-025	0.1%	117-175
High	117-220	117-273	0-053	0.1%	117-215
Low	117-107	117-173	0-065	0.2%	116-307
Close	117-182	117-247	0-065	0.2%	117-182
Range	0-113	0-100	-0-013	-11.1%	0-228
ATR	0-103	0-103	0-000	-0.2%	0-000
Volume	1,391,846	1,824,168	432,322	31.1%	423,510

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-211	118-169	117-302
R3	118-111	118-069	117-275
R2	118-011	118-011	117-266
R1	117-289	117-289	117-257	117-310
PP	117-231	117-231	117-231	117-241
S1	117-189	117-189	117-238	117-210
S2	117-131	117-131	117-229
S3	117-031	117-089	117-220
S4	116-251	116-309	117-192

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	117-273	117-022	0-250	0.7%	0-103	0.3%	90%	True	False	772,791
10	118-022	116-307	1-035	0.9%	0-097	0.3%	73%	False	False	416,994
20	118-047	116-307	1-060	1.0%	0-095	0.3%	68%	False	False	218,564
40	118-047	116-215	1-152	1.3%	0-093	0.2%	75%	False	False	111,256

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-058
2.618	118-214
1.618	118-114
1.000	118-053
0.618	118-014
HIGH	117-273
0.618	117-234
0.500	117-223
0.382	117-211
LOW	117-173
0.618	117-111
1.000	117-073
1.618	117-011
2.618	116-231
4.250	116-068

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	117-239	117-228
PP	117-231	117-209
S1	117-223	117-190

Download as Excel Spreadsheet

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

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