ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 25-Apr-2017

Day Change Summary
	Previous	Current
	24-Apr-2017	25-Apr-2017	Change	Change %	Previous Week
Open	118-080	118-153	0-073	0.2%	118-310
High	118-167	118-160	-0-007	0.0%	118-310
Low	118-025	118-053	0-028	0.1%	118-162
Close	118-150	118-078	-0-073	-0.2%	118-215
Range	0-142	0-107	-0-035	-24.6%	0-148
ATR	0-116	0-116	-0-001	-0.5%	0-000
Volume	755,195	573,548	-181,647	-24.1%	3,166,933

Daily Pivots for day following 25-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-099	119-036	118-137
R3	118-312	118-248	118-107
R2	118-204	118-204	118-097
R1	118-141	118-141	118-087	118-119
PP	118-097	118-097	118-097	118-086
S1	118-033	118-033	118-068	118-011
S2	117-309	117-309	118-058
S3	117-202	117-246	118-048
S4	117-094	117-138	118-018

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-032	119-271	118-296
R3	119-204	119-123	118-256
R2	119-057	119-057	118-242
R1	118-296	118-296	118-229	118-263
PP	118-229	118-229	118-229	118-213
S1	118-148	118-148	118-201	118-115
S2	118-082	118-082	118-188
S3	117-254	118-001	118-174
S4	117-107	117-173	118-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-305	118-025	0-280	0.7%	0-100	0.3%	19%	False	False	638,716
10	118-310	117-280	1-030	0.9%	0-115	0.3%	34%	False	False	661,972
20	118-310	117-147	1-163	1.3%	0-112	0.3%	52%	False	False	716,531
40	118-310	116-155	2-155	2.1%	0-107	0.3%	71%	False	False	743,255
60	118-310	116-155	2-155	2.1%	0-104	0.3%	71%	False	False	601,398
80	118-310	116-155	2-155	2.1%	0-103	0.3%	71%	False	False	452,259
100	118-310	116-155	2-155	2.1%	0-083	0.2%	71%	False	False	361,807

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-297
2.618	119-121
1.618	119-014
1.000	118-267
0.618	118-226
HIGH	118-160
0.618	118-119
0.500	118-106
0.382	118-094
LOW	118-053
0.618	117-306
1.000	117-265
1.618	117-199
2.618	117-091
4.250	116-236

Fisher Pivots for day following 25-Apr-2017
Pivot	1 day	3 day
R1	118-106	118-139
PP	118-097	118-118
S1	118-087	118-098

Download as Excel Spreadsheet

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

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