ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 24-Mar-2017

Day Change Summary
	Previous	Current
	23-Mar-2017	24-Mar-2017	Change	Change %	Previous Week
Open	117-187	117-165	-0-022	-0.1%	117-042
High	117-227	117-225	-0-002	0.0%	117-235
Low	117-140	117-142	0-002	0.0%	117-033
Close	117-190	117-213	0-022	0.1%	117-213
Range	0-087	0-082	-0-005	-5.7%	0-202
ATR	0-104	0-103	-0-002	-1.5%	0-000
Volume	703,010	507,384	-195,626	-27.8%	3,493,679

Daily Pivots for day following 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-121	118-089	117-258
R3	118-038	118-007	117-235
R2	117-276	117-276	117-228
R1	117-244	117-244	117-220	117-260
PP	117-193	117-193	117-193	117-201
S1	117-162	117-162	117-205	117-178
S2	117-111	117-111	117-197
S3	117-028	117-079	117-190
S4	116-266	116-317	117-167

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-127	119-053	118-004
R3	118-245	118-170	117-268
R2	118-043	118-043	117-250
R1	117-288	117-288	117-231	118-005
PP	117-160	117-160	117-160	117-179
S1	117-085	117-085	117-194	117-123
S2	116-278	116-278	117-175
S3	116-075	116-203	117-157
S4	115-193	116-000	117-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-235	117-033	0-202	0.5%	0-091	0.2%	89%	False	False	698,735
10	117-235	116-162	1-073	1.0%	0-100	0.3%	94%	False	False	679,650
20	118-050	116-155	1-215	1.4%	0-102	0.3%	71%	False	False	780,936
40	118-050	116-155	1-215	1.4%	0-100	0.3%	71%	False	False	528,936
60	118-050	116-155	1-215	1.4%	0-098	0.3%	71%	False	False	354,148
80	118-050	116-155	1-215	1.4%	0-074	0.2%	71%	False	False	265,611

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-256
2.618	118-121
1.618	118-038
1.000	117-307
0.618	117-276
HIGH	117-225
0.618	117-193
0.500	117-184
0.382	117-174
LOW	117-142
0.618	117-092
1.000	117-060
1.618	117-009
2.618	116-247
4.250	116-112

Fisher Pivots for day following 24-Mar-2017
Pivot	1 day	3 day
R1	117-203	117-204
PP	117-193	117-196
S1	117-184	117-188

Download as Excel Spreadsheet

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

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