ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 30-Mar-2017

Day Change Summary
	Previous	Current
	29-Mar-2017	30-Mar-2017	Change	Change %	Previous Week
Open	117-035	116-315	-0-040	-0.1%	116-230
High	117-035	116-315	-0-040	-0.1%	117-027
Low	117-035	116-295	-0-060	-0.2%	116-230
Close	117-035	116-315	-0-040	-0.1%	117-027
Range	0-000	0-020	0-020		0-117
ATR	0-050	0-051	0-001	1.5%	0-000
Volume	0	52	52		0

Daily Pivots for day following 30-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-048	117-042	117-006
R3	117-028	117-022	117-001
R2	117-008	117-008	116-319
R1	117-002	117-002	116-317	117-005
PP	116-308	116-308	116-308	116-310
S1	116-302	116-302	116-313	116-305
S2	116-288	116-288	116-311
S3	116-268	116-282	116-310
S4	116-248	116-262	116-304

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	116-295	0-080	0.2%	0-004	0.0%	25%	False	True	10
10	117-055	116-180	0-195	0.5%	0-002	0.0%	69%	False	False	5
20	117-055	116-002	1-053	1.0%	0-003	0.0%	84%	False	False	2

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 11 trading days

Fibonacci Retracements and Extensions
4.250	117-080
2.618	117-047
1.618	117-027
1.000	117-015
0.618	117-007
HIGH	116-315
0.618	116-307
0.500	116-305
0.382	116-303
LOW	116-295
0.618	116-283
1.000	116-275
1.618	116-263
2.618	116-243
4.250	116-210

Fisher Pivots for day following 30-Mar-2017
Pivot	1 day	3 day
R1	116-312	117-005
PP	116-308	117-002
S1	116-305	116-318

Download as Excel Spreadsheet

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

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