ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 05-Apr-2017

Day Change Summary
	Previous	Current
	04-Apr-2017	05-Apr-2017	Change	Change %	Previous Week
Open	118-025	117-295	-0-050	-0.1%	117-190
High	118-050	118-062	0-012	0.0%	117-287
Low	117-287	117-267	-0-020	-0.1%	117-147
Close	117-313	118-007	0-015	0.0%	117-233
Range	0-083	0-115	0-032	39.4%	0-140
ATR	0-100	0-101	0-001	1.0%	0-000
Volume	678,699	939,904	261,205	38.5%	3,528,863

Daily Pivots for day following 05-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-031	118-294	118-071
R3	118-236	118-179	118-039
R2	118-121	118-121	118-029
R1	118-064	118-064	118-018	118-092
PP	118-006	118-006	118-006	118-020
S1	117-269	117-269	117-317	117-297
S2	117-211	117-211	117-306
S3	117-096	117-154	117-296
S4	116-301	117-039	117-264

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	118-062	117-158	0-225	0.6%	0-099	0.3%	76%	True	False	785,022
10	118-062	117-140	0-242	0.6%	0-097	0.3%	77%	True	False	712,456
20	118-062	116-155	1-227	1.4%	0-099	0.3%	90%	True	False	715,300
40	118-062	116-155	1-227	1.4%	0-101	0.3%	90%	True	False	672,552
60	118-062	116-155	1-227	1.4%	0-102	0.3%	90%	True	False	452,714
80	118-062	116-155	1-227	1.4%	0-084	0.2%	90%	True	False	339,538

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

Fibonacci Retracements and Extensions
4.250	119-231
2.618	119-044
1.618	118-249
1.000	118-178
0.618	118-134
HIGH	118-062
0.618	118-019
0.500	118-005
0.382	117-311
LOW	117-267
0.618	117-196
1.000	117-152
1.618	117-081
2.618	116-286
4.250	116-099

Fisher Pivots for day following 05-Apr-2017
Pivot	1 day	3 day
R1	118-007	117-318
PP	118-006	117-308
S1	118-005	117-299

Download as Excel Spreadsheet

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

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