ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	118-100	118-147	0-047	0.1%	118-080
High	118-155	118-150	-0-005	0.0%	118-167
Low	118-062	118-062	0-000	0.0%	118-025
Close	118-140	118-085	-0-055	-0.1%	118-130
Range	0-093	0-088	-0-005	-5.4%	0-142
ATR	0-105	0-104	-0-001	-1.2%	0-000
Volume	603,419	784,068	180,649	29.9%	3,672,470

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-042	118-311	118-133
R3	118-274	118-223	118-109
R2	118-187	118-187	118-101
R1	118-136	118-136	118-093	118-118
PP	118-099	118-099	118-099	118-090
S1	118-048	118-048	118-077	118-030
S2	118-012	118-012	118-069
S3	117-244	117-281	118-061
S4	117-157	117-193	118-037

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	118-053	0-102	0.3%	0-084	0.2%	32%	False	False	688,976
10	118-267	118-025	0-242	0.6%	0-091	0.2%	25%	False	False	683,397
20	118-310	117-225	1-085	1.1%	0-108	0.3%	44%	False	False	709,862
40	118-310	116-155	2-155	2.1%	0-103	0.3%	72%	False	False	711,428
60	118-310	116-155	2-155	2.1%	0-103	0.3%	72%	False	False	670,207
80	118-310	116-155	2-155	2.1%	0-103	0.3%	72%	False	False	505,252
100	118-310	116-155	2-155	2.1%	0-088	0.2%	72%	False	False	404,203

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-202
2.618	119-059
1.618	118-292
1.000	118-238
0.618	118-204
HIGH	118-150
0.618	118-117
0.500	118-106
0.382	118-096
LOW	118-062
0.618	118-008
1.000	117-295
1.618	117-241
2.618	117-153
4.250	117-011

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	118-106	118-109
PP	118-099	118-101
S1	118-092	118-093

Download as Excel Spreadsheet

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

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