ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 13-Apr-2017

Day Change Summary
	Previous	Current
	12-Apr-2017	13-Apr-2017	Change	Change %	Previous Week
Open	117-220	118-027	0-127	0.3%	117-073
High	117-318	118-042	0-045	0.1%	117-240
Low	117-187	117-278	0-090	0.2%	117-067
Close	117-220	118-020	0-120	0.3%	117-070
Range	0-130	0-085	-0-045	-34.6%	0-173
ATR	0-072	0-077	0-005	7.0%	0-000
Volume	1,037	196	-841	-81.1%	59

Daily Pivots for day following 13-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-262	118-226	118-067
R3	118-177	118-141	118-043
R2	118-092	118-092	118-036
R1	118-056	118-056	118-028	118-031
PP	118-007	118-007	118-007	117-314
S1	117-291	117-291	118-012	117-266
S2	117-242	117-242	118-004
S3	117-157	117-206	117-317
S4	117-072	117-121	117-293

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-003	118-209	117-165
R3	118-151	118-037	117-117
R2	117-298	117-298	117-102
R1	117-184	117-184	117-086	117-155
PP	117-126	117-126	117-126	117-111
S1	117-012	117-012	117-054	116-302
S2	116-273	116-273	117-038
S3	116-101	116-159	117-023
S4	115-248	115-307	116-295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-042	117-053	0-310	0.8%	0-107	0.3%	93%	True	False	349
10	118-042	116-310	1-052	1.0%	0-083	0.2%	94%	True	False	180
20	118-042	116-180	1-182	1.3%	0-042	0.1%	96%	True	False	92

Crabel Price Patterns
NR	True
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-084
2.618	118-265
1.618	118-180
1.000	118-127
0.618	118-095
HIGH	118-042
0.618	118-010
0.500	118-000
0.382	117-310
LOW	117-278
0.618	117-225
1.000	117-193
1.618	117-140
2.618	117-055
4.250	116-236

Fisher Pivots for day following 13-Apr-2017
Pivot	1 day	3 day
R1	118-013	117-310
PP	118-007	117-281
S1	118-000	117-251

Download as Excel Spreadsheet

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

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