ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 13-Apr-2017

Day Change Summary
	Previous	Current
	12-Apr-2017	13-Apr-2017	Change	Change %	Previous Week
Open	118-082	118-178	0-095	0.3%	117-240
High	118-187	118-225	0-038	0.1%	118-150
Low	118-055	118-135	0-080	0.2%	117-215
Close	118-087	118-200	0-113	0.3%	117-260
Range	0-132	0-090	-0-042	-32.1%	0-255
ATR	0-112	0-113	0-002	1.7%	0-000
Volume	685,257	692,044	6,787	1.0%	4,146,091

Daily Pivots for day following 13-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-137	119-098	118-249
R3	119-047	119-008	118-225
R2	118-277	118-277	118-216
R1	118-238	118-238	118-208	118-257
PP	118-187	118-187	118-187	118-196
S1	118-148	118-148	118-192	118-168
S2	118-097	118-097	118-184
S3	118-007	118-058	118-175
S4	117-237	117-288	118-151

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	118-225	117-225	1-000	0.8%	0-137	0.4%	92%	True	False	782,501
10	118-225	117-162	1-062	1.0%	0-117	0.3%	93%	True	False	776,154
20	118-225	116-295	1-250	1.5%	0-105	0.3%	96%	True	False	720,614
40	118-225	116-155	2-070	1.9%	0-106	0.3%	96%	True	False	777,468
60	118-225	116-155	2-070	1.9%	0-104	0.3%	96%	True	False	528,004
80	118-225	116-155	2-070	1.9%	0-093	0.2%	96%	True	False	396,063

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-032
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-287
2.618	119-141
1.618	119-051
1.000	118-315
0.618	118-281
HIGH	118-225
0.618	118-191
0.500	118-180
0.382	118-169
LOW	118-135
0.618	118-079
1.000	118-045
1.618	117-309
2.618	117-219
4.250	117-073

Fisher Pivots for day following 13-Apr-2017
Pivot	1 day	3 day
R1	118-193	118-164
PP	118-187	118-128
S1	118-180	118-092

Download as Excel Spreadsheet

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

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