ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 01-May-2017

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	118-125	118-127	0-002	0.0%	118-080
High	118-142	118-145	0-002	0.0%	118-167
Low	118-053	118-062	0-010	0.0%	118-025
Close	118-130	118-085	-0-045	-0.1%	118-130
Range	0-090	0-082	-0-007	-8.3%	0-142
ATR	0-108	0-106	-0-002	-1.7%	0-000
Volume	912,322	508,444	-403,878	-44.3%	3,672,470

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-025	118-297	118-130
R3	118-262	118-215	118-108
R2	118-180	118-180	118-100
R1	118-132	118-132	118-093	118-115
PP	118-097	118-097	118-097	118-089
S1	118-050	118-050	118-077	118-032
S2	118-015	118-015	118-070
S3	117-253	117-287	118-062
S4	117-170	117-205	118-040

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	118-160	118-038	0-122	0.3%	0-084	0.2%	39%	False	False	685,143
10	118-307	118-025	0-282	0.7%	0-096	0.3%	21%	False	False	682,756
20	118-310	117-215	1-095	1.1%	0-110	0.3%	46%	False	False	712,757
40	118-310	116-155	2-155	2.1%	0-102	0.3%	72%	False	False	704,427
60	118-310	116-155	2-155	2.1%	0-104	0.3%	72%	False	False	648,117
80	118-310	116-155	2-155	2.1%	0-105	0.3%	72%	False	False	487,911
100	118-310	116-155	2-155	2.1%	0-086	0.2%	72%	False	False	390,329

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-176
2.618	119-041
1.618	118-278
1.000	118-227
0.618	118-196
HIGH	118-145
0.618	118-113
0.500	118-104
0.382	118-094
LOW	118-062
0.618	118-012
1.000	117-300
1.618	117-249
2.618	117-167
4.250	117-032

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	118-104	118-100
PP	118-097	118-095
S1	118-091	118-090

Download as Excel Spreadsheet

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

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