ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 02-May-2017

Day Change Summary
	Previous	Current
	01-May-2017	02-May-2017	Change	Change %	Previous Week
Open	118-127	118-100	-0-027	-0.1%	118-080
High	118-145	118-155	0-010	0.0%	118-167
Low	118-062	118-062	0-000	0.0%	118-025
Close	118-085	118-140	0-055	0.1%	118-130
Range	0-082	0-093	0-010	12.1%	0-142
ATR	0-106	0-105	-0-001	-0.9%	0-000
Volume	508,444	603,419	94,975	18.7%	3,672,470

Daily Pivots for day following 02-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-077	119-041	118-191
R3	118-304	118-268	118-165
R2	118-212	118-212	118-157
R1	118-176	118-176	118-148	118-194
PP	118-119	118-119	118-119	118-128
S1	118-083	118-083	118-132	118-101
S2	118-027	118-027	118-123
S3	117-254	117-311	118-115
S4	117-162	117-218	118-089

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	118-155	118-038	0-118	0.3%	0-081	0.2%	87%	True	False	691,118
10	118-305	118-025	0-280	0.7%	0-091	0.2%	41%	False	False	664,917
20	118-310	117-225	1-085	1.1%	0-108	0.3%	58%	False	False	704,593
40	118-310	116-155	2-155	2.1%	0-103	0.3%	79%	False	False	704,088
60	118-310	116-155	2-155	2.1%	0-103	0.3%	79%	False	False	657,525
80	118-310	116-155	2-155	2.1%	0-104	0.3%	79%	False	False	495,451
100	118-310	116-155	2-155	2.1%	0-087	0.2%	79%	False	False	396,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-228
2.618	119-077
1.618	118-305
1.000	118-248
0.618	118-212
HIGH	118-155
0.618	118-120
0.500	118-109
0.382	118-098
LOW	118-062
0.618	118-005
1.000	117-290
1.618	117-233
2.618	117-140
4.250	116-309

Fisher Pivots for day following 02-May-2017
Pivot	1 day	3 day
R1	118-130	118-128
PP	118-119	118-116
S1	118-109	118-104

Download as Excel Spreadsheet

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

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