ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	116-013	116-138	0-125	0.3%	116-250
High	116-013	116-185	0-172	0.5%	116-250
Low	116-013	116-135	0-122	0.3%	116-053
Close	116-013	116-185	0-172	0.5%	116-085
Range	0-000	0-050	0-050		0-198
ATR
Volume	0	2	2		0

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-318	116-302	116-212
R3	116-268	116-252	116-199
R2	116-218	116-218	116-194
R1	116-202	116-202	116-190	116-210
PP	116-168	116-168	116-168	116-172
S1	116-152	116-152	116-180	116-160
S2	116-118	116-118	116-176
S3	116-068	116-102	116-171
S4	116-018	116-052	116-158

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-082	117-281	116-194
R3	117-204	117-083	116-139
R2	117-007	117-007	116-121
R1	116-206	116-206	116-103	116-168
PP	116-129	116-129	116-129	116-110
S1	116-008	116-008	116-067	115-290
S2	115-252	115-252	116-049
S3	115-054	115-131	116-031
S4	114-177	114-253	115-296

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-185	116-002	0-182	0.5%	0-010	0.0%	100%	True	False
10	116-250	116-002	0-248	0.7%	0-005	0.0%	74%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	117-077
2.618	116-316
1.618	116-266
1.000	116-235
0.618	116-216
HIGH	116-185
0.618	116-166
0.500	116-160
0.382	116-154
LOW	116-135
0.618	116-104
1.000	116-085
1.618	116-054
2.618	116-004
4.250	115-243

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	116-177	116-155
PP	116-168	116-124
S1	116-160	116-094

Download as Excel Spreadsheet

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

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