ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 11-Apr-2017

Day Change Summary
	Previous	Current
	10-Apr-2017	11-Apr-2017	Change	Change %	Previous Week
Open	117-255	117-282	0-027	0.1%	117-240
High	117-315	118-102	0-107	0.3%	118-150
Low	117-225	117-280	0-055	0.1%	117-215
Close	117-287	118-082	0-115	0.3%	117-260
Range	0-090	0-142	0-052	58.3%	0-255
ATR	0-107	0-110	0-003	2.3%	0-000
Volume	637,173	746,743	109,570	17.2%	4,146,091

Daily Pivots for day following 11-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-156	119-102	118-161
R3	119-013	118-279	118-122
R2	118-191	118-191	118-109
R1	118-137	118-137	118-096	118-164
PP	118-048	118-048	118-048	118-062
S1	117-314	117-314	118-069	118-021
S2	117-226	117-226	118-056
S3	117-083	117-172	118-043
S4	116-261	117-029	118-004

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	117-225	0-245	0.6%	0-130	0.3%	72%	False	False	816,921
10	118-150	117-147	1-003	0.9%	0-112	0.3%	79%	False	False	766,374
20	118-150	116-185	1-285	1.6%	0-109	0.3%	89%	False	False	741,421
40	118-150	116-155	1-315	1.7%	0-106	0.3%	89%	False	False	747,788
60	118-150	116-155	1-315	1.7%	0-105	0.3%	89%	False	False	505,102
80	118-150	116-155	1-315	1.7%	0-090	0.2%	89%	False	False	378,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-068
2.618	119-156
1.618	119-013
1.000	118-245
0.618	118-191
HIGH	118-102
0.618	118-048
0.500	118-031
0.382	118-014
LOW	117-280
0.618	117-192
1.000	117-138
1.618	117-049
2.618	116-227
4.250	115-314

Fisher Pivots for day following 11-Apr-2017
Pivot	1 day	3 day
R1	118-065	118-064
PP	118-048	118-046
S1	118-031	118-028

Download as Excel Spreadsheet

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

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