ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 03-Apr-2017

Day Change Summary
	Previous	Current
	31-Mar-2017	03-Apr-2017	Change	Change %	Previous Week
Open	117-047	117-073	0-025	0.1%	117-055
High	117-047	117-135	0-088	0.2%	117-055
Low	116-310	117-073	0-082	0.2%	116-295
Close	117-047	117-127	0-080	0.2%	117-047
Range	0-057	0-062	0-005	8.7%	0-080
ATR	0-051	0-054	0-003	5.1%	0-000
Volume	0	5	5		52

Daily Pivots for day following 03-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-299	117-276	117-162
R3	117-237	117-213	117-145
R2	117-174	117-174	117-139
R1	117-151	117-151	117-133	117-162
PP	117-112	117-112	117-112	117-118
S1	117-088	117-088	117-122	117-100
S2	117-049	117-049	117-116
S3	116-307	117-026	117-110
S4	116-244	116-283	117-093

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	117-135	116-295	0-160	0.4%	0-028	0.1%	95%	True	False	11
10	117-135	116-282	0-173	0.5%	0-014	0.0%	96%	True	False	5
20	117-135	116-002	1-133	1.2%	0-009	0.0%	98%	True	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 26 trading days

Fibonacci Retracements and Extensions
4.250	118-081
2.618	117-299
1.618	117-236
1.000	117-198
0.618	117-174
HIGH	117-135
0.618	117-111
0.500	117-104
0.382	117-096
LOW	117-073
0.618	117-034
1.000	117-010
1.618	116-291
2.618	116-229
4.250	116-127

Fisher Pivots for day following 03-Apr-2017
Pivot	1 day	3 day
R1	117-120	117-103
PP	117-112	117-079
S1	117-104	117-055

Download as Excel Spreadsheet

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

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