ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 26-Apr-2017

Day Change Summary
	Previous	Current
	25-Apr-2017	26-Apr-2017	Change	Change %	Previous Week
Open	118-153	118-070	-0-082	-0.2%	118-310
High	118-160	118-115	-0-045	-0.1%	118-310
Low	118-053	118-038	-0-015	0.0%	118-162
Close	118-078	118-102	0-025	0.1%	118-215
Range	0-107	0-078	-0-030	-27.9%	0-148
ATR	0-116	0-113	-0-003	-2.4%	0-000
Volume	573,548	794,777	221,229	38.6%	3,166,933

Daily Pivots for day following 26-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-318	118-288	118-145
R3	118-240	118-210	118-124
R2	118-163	118-163	118-117
R1	118-133	118-133	118-110	118-148
PP	118-085	118-085	118-085	118-093
S1	118-055	118-055	118-095	118-070
S2	118-007	118-007	118-088
S3	117-250	117-297	118-081
S4	117-172	117-220	118-060

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	118-267	118-025	0-242	0.6%	0-098	0.3%	32%	False	False	677,818
10	118-310	118-025	0-285	0.8%	0-109	0.3%	27%	False	False	666,775
20	118-310	117-147	1-163	1.3%	0-110	0.3%	57%	False	False	716,574
40	118-310	116-155	2-155	2.1%	0-104	0.3%	74%	False	False	729,318
60	118-310	116-155	2-155	2.1%	0-105	0.3%	74%	False	False	614,602
80	118-310	116-155	2-155	2.1%	0-104	0.3%	74%	False	False	462,193
100	118-310	116-155	2-155	2.1%	0-084	0.2%	74%	False	False	369,755

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-124
2.618	118-318
1.618	118-240
1.000	118-193
0.618	118-163
HIGH	118-115
0.618	118-085
0.500	118-076
0.382	118-067
LOW	118-038
0.618	117-310
1.000	117-280
1.618	117-232
2.618	117-155
4.250	117-028

Fisher Pivots for day following 26-Apr-2017
Pivot	1 day	3 day
R1	118-094	118-100
PP	118-085	118-098
S1	118-076	118-096

Download as Excel Spreadsheet

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

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