ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 24-Mar-2017

Day Change Summary
	Previous	Current
	23-Mar-2017	24-Mar-2017	Change	Change %	Previous Week
Open	117-005	117-027	0-022	0.1%	116-230
High	117-005	117-027	0-022	0.1%	117-027
Low	117-005	117-027	0-022	0.1%	116-230
Close	117-005	117-027	0-022	0.1%	117-027
Range
ATR	0-052	0-050	-0-002	-4.0%	0-000
Volume

Daily Pivots for day following 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-027	117-027	117-027
R3	117-027	117-027	117-027
R2	117-027	117-027	117-027
R1	117-027	117-027	117-027	117-027
PP	117-027	117-027	117-027	117-027
S1	117-027	117-027	117-027	117-027
S2	117-027	117-027	117-027
S3	117-027	117-027	117-027
S4	117-027	117-027	117-027

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-021	117-302	117-092
R3	117-223	117-184	117-060
R2	117-106	117-106	117-049
R1	117-067	117-067	117-038	117-086
PP	116-308	116-308	116-308	116-318
S1	116-269	116-269	117-017	116-289
S2	116-191	116-191	117-006
S3	116-073	116-152	116-315
S4	115-276	116-034	116-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-027	116-230	0-117	0.3%	0-000	0.0%	100%	True	False
10	117-027	116-002	1-025	0.9%	0-005	0.0%	100%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-000

Fibonacci Retracements and Extensions
4.250	117-027
2.618	117-027
1.618	117-027
1.000	117-027
0.618	117-027
HIGH	117-027
0.618	117-027
0.500	117-027
0.382	117-027
LOW	117-027
0.618	117-027
1.000	117-027
1.618	117-027
2.618	117-027
4.250	117-027

Fisher Pivots for day following 24-Mar-2017
Pivot	1 day	3 day
R1	117-027	117-024
PP	117-027	117-020
S1	117-027	117-016

Download as Excel Spreadsheet

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

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