ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 07-Apr-2017

Day Change Summary
	Previous	Current
	06-Apr-2017	07-Apr-2017	Change	Change %	Previous Week
Open	118-033	118-018	-0-015	0.0%	117-240
High	118-055	118-150	0-095	0.3%	118-150
Low	117-302	117-240	-0-062	-0.2%	117-215
Close	118-018	117-260	-0-078	-0.2%	117-260
Range	0-073	0-230	0-158	217.2%	0-255
ATR	0-099	0-109	0-009	9.4%	0-000
Volume	609,498	1,151,290	541,792	88.9%	4,146,091

Daily Pivots for day following 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-053	119-227	118-067
R3	119-143	118-317	118-003
R2	118-233	118-233	117-302
R1	118-087	118-087	117-281	118-045
PP	118-003	118-003	118-003	117-303
S1	117-177	117-177	117-239	117-135
S2	117-093	117-093	117-218
S3	116-183	116-267	117-197
S4	115-273	116-037	117-133

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-120	119-285	118-080
R3	119-185	119-030	118-010
R2	118-250	118-250	117-307
R1	118-095	118-095	117-283	118-173
PP	117-315	117-315	117-315	118-034
S1	117-160	117-160	117-237	117-238
S2	117-060	117-060	117-213
S3	116-125	116-225	117-190
S4	115-190	115-290	117-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-150	117-215	0-255	0.7%	0-128	0.3%	18%	True	False	829,218
10	118-150	117-147	1-003	0.9%	0-110	0.3%	35%	True	False	767,495
20	118-150	116-162	1-308	1.7%	0-105	0.3%	67%	True	False	723,573
40	118-150	116-155	1-315	1.7%	0-103	0.3%	67%	True	False	715,407
60	118-150	116-155	1-315	1.7%	0-105	0.3%	67%	True	False	482,057
80	118-150	116-155	1-315	1.7%	0-088	0.2%	67%	True	False	361,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	121-168
2.618	120-112
1.618	119-202
1.000	119-060
0.618	118-292
HIGH	118-150
0.618	118-062
0.500	118-035
0.382	118-008
LOW	117-240
0.618	117-098
1.000	117-010
1.618	116-188
2.618	115-278
4.250	114-222

Fisher Pivots for day following 07-Apr-2017
Pivot	1 day	3 day
R1	118-035	118-035
PP	118-003	118-003
S1	117-292	117-292

Download as Excel Spreadsheet

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

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