ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	116-315	117-047	0-052	0.1%	117-055
High	116-315	117-047	0-052	0.1%	117-055
Low	116-295	116-310	0-015	0.0%	116-295
Close	116-315	117-047	0-052	0.1%	117-047
Range	0-020	0-057	0-037	187.4%	0-080
ATR	0-051	0-051	0-000	1.0%	0-000
Volume	52	0	-52	-100.0%	52

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-201	117-182	117-079
R3	117-143	117-124	117-063
R2	117-086	117-086	117-058
R1	117-067	117-067	117-053	117-076
PP	117-028	117-028	117-028	117-033
S1	117-009	117-009	117-042	117-019
S2	116-291	116-291	117-037
S3	116-233	116-272	117-032
S4	116-176	116-214	117-016

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-266	117-237	117-091
R3	117-186	117-157	117-069
R2	117-106	117-106	117-062
R1	117-077	117-077	117-055	117-051
PP	117-026	117-026	117-026	117-013
S1	116-317	116-317	117-040	116-291
S2	116-266	116-266	117-033
S3	116-186	116-237	117-025
S4	116-106	116-157	117-003

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%	0-015	0.0%	91%	False	False	10
10	117-055	116-230	0-145	0.4%	0-008	0.0%	95%	False	False	5
20	117-055	116-002	1-053	1.0%	0-006	0.0%	98%	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 25 trading days

Fibonacci Retracements and Extensions
4.250	117-292
2.618	117-198
1.618	117-140
1.000	117-105
0.618	117-083
HIGH	117-047
0.618	117-026
0.500	117-019
0.382	117-012
LOW	116-310
0.618	116-274
1.000	116-253
1.618	116-217
2.618	116-160
4.250	116-066

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	117-038	117-035
PP	117-028	117-023
S1	117-019	117-011

Download as Excel Spreadsheet

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

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