ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 04-Apr-2017

Day Change Summary
	Previous	Current
	03-Apr-2017	04-Apr-2017	Change	Change %	Previous Week
Open	117-240	118-025	0-105	0.3%	117-190
High	118-033	118-050	0-018	0.0%	117-287
Low	117-215	117-287	0-072	0.2%	117-147
Close	117-313	117-313	0-000	0.0%	117-233
Range	0-138	0-083	-0-055	-40.0%	0-140
ATR	0-102	0-100	-0-001	-1.4%	0-000
Volume	766,700	678,699	-88,001	-11.5%	3,528,863

Daily Pivots for day following 04-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-251	118-204	118-038
R3	118-168	118-122	118-015
R2	118-086	118-086	118-008
R1	118-039	118-039	118-000	118-021
PP	118-003	118-003	118-003	117-314
S1	117-277	117-277	117-305	117-259
S2	117-241	117-241	117-297
S3	117-158	117-194	117-290
S4	117-076	117-112	117-267

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	118-050	117-147	0-223	0.6%	0-094	0.2%	74%	True	False	715,826
10	118-050	117-140	0-230	0.6%	0-093	0.2%	75%	True	False	701,923
20	118-050	116-155	1-215	1.4%	0-099	0.3%	89%	True	False	712,994
40	118-050	116-155	1-215	1.4%	0-100	0.3%	89%	True	False	650,380
60	118-050	116-155	1-215	1.4%	0-102	0.3%	89%	True	False	437,049
80	118-050	116-155	1-215	1.4%	0-083	0.2%	89%	True	False	327,789

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-081
2.618	118-266
1.618	118-184
1.000	118-133
0.618	118-101
HIGH	118-050
0.618	118-018
0.500	118-009
0.382	117-319
LOW	117-287
0.618	117-236
1.000	117-205
1.618	117-154
2.618	117-071
4.250	116-257

Fisher Pivots for day following 04-Apr-2017
Pivot	1 day	3 day
R1	118-009	117-297
PP	118-003	117-282
S1	117-318	117-266

Download as Excel Spreadsheet

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

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