ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 18-Apr-2017

Day Change Summary
	Previous	Current
	17-Apr-2017	18-Apr-2017	Change	Change %	Previous Week
Open	118-310	118-178	-0-133	-0.3%	117-255
High	118-310	118-307	-0-003	0.0%	118-225
Low	118-162	118-165	0-002	0.0%	117-225
Close	118-180	118-287	0-107	0.3%	118-200
Range	0-148	0-142	-0-005	-3.4%	1-000
ATR	0-116	0-118	0-002	1.6%	0-000
Volume	520,280	781,814	261,534	50.3%	2,761,217

Daily Pivots for day following 18-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-041	119-307	119-046
R3	119-218	119-164	119-007
R2	119-076	119-076	118-314
R1	119-022	119-022	118-301	119-049
PP	118-253	118-253	118-253	118-267
S1	118-199	118-199	118-274	118-226
S2	118-111	118-111	118-261
S3	117-288	118-057	118-248
S4	117-146	117-234	118-209

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	121-110	120-315	119-056
R3	120-110	119-315	118-288
R2	119-110	119-110	118-259
R1	118-315	118-315	118-229	119-052
PP	118-110	118-110	118-110	118-139
S1	117-315	117-315	118-171	118-052
S2	117-110	117-110	118-141
S3	116-110	116-315	118-112
S4	115-110	115-315	118-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-310	117-280	1-030	0.9%	0-131	0.3%	94%	False	False	685,227
10	118-310	117-225	1-085	1.1%	0-125	0.3%	94%	False	False	744,270
20	118-310	117-047	1-263	1.5%	0-111	0.3%	96%	False	False	738,029
40	118-310	116-155	2-155	2.1%	0-107	0.3%	97%	False	False	805,186
60	118-310	116-155	2-155	2.1%	0-105	0.3%	97%	False	False	549,619
80	118-310	116-155	2-155	2.1%	0-097	0.3%	97%	False	False	412,339

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-273
2.618	120-041
1.618	119-218
1.000	119-130
0.618	119-076
HIGH	118-307
0.618	118-253
0.500	118-236
0.382	118-219
LOW	118-165
0.618	118-077
1.000	118-022
1.618	117-254
2.618	117-112
4.250	116-199

Fisher Pivots for day following 18-Apr-2017
Pivot	1 day	3 day
R1	118-270	118-266
PP	118-253	118-244
S1	118-236	118-223

Download as Excel Spreadsheet

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

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