ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	117-227	117-178	-0-050	-0.1%	117-190
High	117-238	117-240	0-002	0.0%	117-287
Low	117-158	117-162	0-005	0.0%	117-147
Close	117-180	117-233	0-053	0.1%	117-233
Range	0-080	0-078	-0-002	-3.1%	0-140
ATR	0-101	0-099	-0-002	-1.6%	0-000
Volume	685,570	854,238	168,668	24.6%	3,528,863

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-124	118-096	117-275
R3	118-047	118-018	117-254
R2	117-289	117-289	117-247
R1	117-261	117-261	117-240	117-275
PP	117-212	117-212	117-212	117-219
S1	117-183	117-183	117-225	117-198
S2	117-134	117-134	117-218
S3	117-057	117-106	117-211
S4	116-299	117-028	117-190

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-002	118-258	117-310
R3	118-182	118-118	117-271
R2	118-042	118-042	117-258
R1	117-298	117-298	117-245	118-010
PP	117-222	117-222	117-222	117-239
S1	117-158	117-158	117-220	117-190
S2	117-082	117-082	117-207
S3	116-262	117-018	117-194
S4	116-122	116-198	117-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-287	117-147	0-140	0.4%	0-092	0.2%	61%	False	False	705,772
10	117-287	117-033	0-255	0.7%	0-092	0.2%	78%	False	False	702,254
20	117-287	116-155	1-132	1.2%	0-095	0.3%	88%	False	False	696,096
40	118-050	116-155	1-215	1.4%	0-101	0.3%	74%	False	False	615,796
60	118-050	116-155	1-215	1.4%	0-104	0.3%	74%	False	False	412,962
80	118-050	116-155	1-215	1.4%	0-080	0.2%	74%	False	False	309,721

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	118-249
2.618	118-123
1.618	118-045
1.000	117-318
0.618	117-288
HIGH	117-240
0.618	117-210
0.500	117-201
0.382	117-192
LOW	117-162
0.618	117-115
1.000	117-085
1.618	117-037
2.618	116-280
4.250	116-153

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	117-222	117-220
PP	117-212	117-207
S1	117-201	117-194

Download as Excel Spreadsheet

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

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