ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 28-Mar-2017

Day Change Summary
	Previous	Current
	27-Mar-2017	28-Mar-2017	Change	Change %	Previous Week
Open	117-055	116-305	-0-070	-0.2%	116-230
High	117-055	116-305	-0-070	-0.2%	117-027
Low	117-055	116-305	-0-070	-0.2%	116-230
Close	117-055	116-305	-0-070	-0.2%	117-027
Range
ATR	0-048	0-050	0-002	3.2%	0-000
Volume

Daily Pivots for day following 28-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-305	116-305	116-305
R3	116-305	116-305	116-305
R2	116-305	116-305	116-305
R1	116-305	116-305	116-305	116-305
PP	116-305	116-305	116-305	116-305
S1	116-305	116-305	116-305	116-305
S2	116-305	116-305	116-305
S3	116-305	116-305	116-305
S4	116-305	116-305	116-305

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	117-055	116-305	0-070	0.2%	0-000	0.0%	0%	False	True
10	117-055	116-135	0-240	0.6%	0-005	0.0%	71%	False	False
20	117-055	116-002	1-053	1.0%	0-002	0.0%	81%	False	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	116-305
2.618	116-305
1.618	116-305
1.000	116-305
0.618	116-305
HIGH	116-305
0.618	116-305
0.500	116-305
0.382	116-305
LOW	116-305
0.618	116-305
1.000	116-305
1.618	116-305
2.618	116-305
4.250	116-305

Fisher Pivots for day following 28-Mar-2017
Pivot	1 day	3 day
R1	116-305	117-020
PP	116-305	117-008
S1	116-305	116-317

Download as Excel Spreadsheet

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

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