ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 28-Apr-2017

Day Change Summary
	Previous	Current
	27-Apr-2017	28-Apr-2017	Change	Change %	Previous Week
Open	118-102	118-125	0-022	0.1%	118-080
High	118-147	118-142	-0-005	0.0%	118-167
Low	118-082	118-053	-0-030	-0.1%	118-025
Close	118-125	118-130	0-005	0.0%	118-130
Range	0-065	0-090	0-025	38.5%	0-142
ATR	0-110	0-108	-0-001	-1.3%	0-000
Volume	636,628	912,322	275,694	43.3%	3,672,470

Daily Pivots for day following 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-058	119-024	118-180
R3	118-288	118-254	118-155
R2	118-198	118-198	118-147
R1	118-164	118-164	118-138	118-181
PP	118-108	118-108	118-108	118-117
S1	118-074	118-074	118-122	118-091
S2	118-018	118-018	118-114
S3	117-248	117-304	118-105
S4	117-158	117-214	118-081

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-215	119-155	118-208
R3	119-072	119-013	118-169
R2	118-250	118-250	118-156
R1	118-190	118-190	118-143	118-220
PP	118-107	118-107	118-107	118-122
S1	118-048	118-048	118-117	118-078
S2	117-285	117-285	118-104
S3	117-143	117-225	118-091
S4	117-000	117-083	118-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-167	118-025	0-142	0.4%	0-096	0.3%	74%	False	False	734,494
10	118-310	118-025	0-285	0.8%	0-102	0.3%	37%	False	False	683,940
20	118-310	117-162	1-148	1.2%	0-110	0.3%	61%	False	False	730,047
40	118-310	116-155	2-155	2.1%	0-102	0.3%	77%	False	False	714,150
60	118-310	116-155	2-155	2.1%	0-104	0.3%	77%	False	False	639,780
80	118-310	116-155	2-155	2.1%	0-105	0.3%	77%	False	False	481,555
100	118-310	116-155	2-155	2.1%	0-085	0.2%	77%	False	False	385,244

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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-205
2.618	119-058
1.618	118-288
1.000	118-232
0.618	118-198
HIGH	118-142
0.618	118-108
0.500	118-098
0.382	118-087
LOW	118-053
0.618	117-317
1.000	117-283
1.618	117-227
2.618	117-137
4.250	116-310

Fisher Pivots for day following 28-Apr-2017
Pivot	1 day	3 day
R1	118-119	118-118
PP	118-108	118-105
S1	118-098	118-092

Download as Excel Spreadsheet

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

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