ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 03-Apr-2017

Day Change Summary
	Previous	Current
	31-Mar-2017	03-Apr-2017	Change	Change %	Previous Week
Open	117-178	117-240	0-062	0.2%	117-190
High	117-240	118-033	0-113	0.3%	117-287
Low	117-162	117-215	0-053	0.1%	117-147
Close	117-233	117-313	0-080	0.2%	117-233
Range	0-078	0-138	0-060	77.4%	0-140
ATR	0-099	0-102	0-003	2.8%	0-000
Volume	854,238	766,700	-87,538	-10.2%	3,528,863

Daily Pivots for day following 03-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-066	119-007	118-068
R3	118-248	118-189	118-030
R2	118-111	118-111	118-018
R1	118-052	118-052	118-005	118-081
PP	117-293	117-293	117-293	117-308
S1	117-234	117-234	117-300	117-264
S2	117-156	117-156	117-287
S3	117-018	117-097	117-275
S4	116-201	116-279	117-237

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	118-033	117-147	0-205	0.5%	0-100	0.3%	80%	True	False	738,867
10	118-033	117-047	0-305	0.8%	0-098	0.3%	87%	True	False	731,788
20	118-033	116-155	1-198	1.4%	0-098	0.3%	92%	True	False	703,582
40	118-050	116-155	1-215	1.4%	0-100	0.3%	89%	False	False	633,990
60	118-050	116-155	1-215	1.4%	0-103	0.3%	89%	False	False	425,737
80	118-050	116-155	1-215	1.4%	0-082	0.2%	89%	False	False	319,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	119-297
2.618	119-072
1.618	118-255
1.000	118-170
0.618	118-117
HIGH	118-033
0.618	117-300
0.500	117-284
0.382	117-268
LOW	117-215
0.618	117-130
1.000	117-078
1.618	116-313
2.618	116-175
4.250	115-271

Fisher Pivots for day following 03-Apr-2017
Pivot	1 day	3 day
R1	117-303	117-293
PP	117-293	117-274
S1	117-284	117-255

Download as Excel Spreadsheet

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

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