ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 29-Mar-2017

Day Change Summary
	Previous	Current
	28-Mar-2017	29-Mar-2017	Change	Change %	Previous Week
Open	117-233	117-158	-0-075	-0.2%	117-042
High	117-265	117-238	-0-027	-0.1%	117-235
Low	117-153	117-147	-0-005	0.0%	117-033
Close	117-170	117-220	0-050	0.1%	117-213
Range	0-112	0-090	-0-022	-20.0%	0-202
ATR	0-103	0-102	-0-001	-0.9%	0-000
Volume	793,902	593,926	-199,976	-25.2%	3,493,679

Daily Pivots for day following 29-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-152	118-116	117-270
R3	118-062	118-026	117-245
R2	117-292	117-292	117-237
R1	117-256	117-256	117-228	117-274
PP	117-202	117-202	117-202	117-211
S1	117-166	117-166	117-212	117-184
S2	117-112	117-112	117-203
S3	117-022	117-076	117-195
S4	116-252	116-306	117-170

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	117-287	117-140	0-147	0.4%	0-094	0.3%	54%	False	False	639,889
10	117-287	116-295	0-312	0.8%	0-095	0.3%	78%	False	False	669,857
20	117-287	116-155	1-132	1.2%	0-096	0.3%	85%	False	False	714,114
40	118-050	116-155	1-215	1.4%	0-102	0.3%	72%	False	False	578,120
60	118-050	116-155	1-215	1.4%	0-103	0.3%	72%	False	False	387,299
80	118-050	116-155	1-215	1.4%	0-078	0.2%	72%	False	False	290,474

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	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-300
2.618	118-153
1.618	118-063
1.000	118-008
0.618	117-293
HIGH	117-238
0.618	117-203
0.500	117-192
0.382	117-182
LOW	117-147
0.618	117-092
1.000	117-057
1.618	117-002
2.618	116-232
4.250	116-085

Fisher Pivots for day following 29-Mar-2017
Pivot	1 day	3 day
R1	117-211	117-219
PP	117-202	117-218
S1	117-192	117-217

Download as Excel Spreadsheet

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

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