ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 17-Apr-2017

Day Change Summary
	Previous	Current
	13-Apr-2017	17-Apr-2017	Change	Change %	Previous Week
Open	118-027	118-118	0-090	0.2%	117-098
High	118-042	118-118	0-075	0.2%	118-042
Low	117-278	117-302	0-025	0.1%	117-053
Close	118-020	117-315	-0-025	-0.1%	118-020
Range	0-085	0-135	0-050	58.8%	0-310
ATR	0-077	0-081	0-004	5.4%	0-000
Volume	196	619	423	215.8%	1,747

Daily Pivots for day following 17-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-117	119-031	118-069
R3	118-302	118-216	118-032
R2	118-167	118-167	118-020
R1	118-081	118-081	118-007	118-056
PP	118-032	118-032	118-032	118-019
S1	117-266	117-266	117-303	117-241
S2	117-217	117-217	117-290
S3	117-082	117-131	117-278
S4	116-267	116-316	117-241

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-222	120-111	118-190
R3	119-232	119-121	118-105
R2	118-242	118-242	118-077
R1	118-131	118-131	118-048	118-186
PP	117-252	117-252	117-252	117-279
S1	117-141	117-141	117-312	117-196
S2	116-262	116-262	117-283
S3	115-272	116-151	117-255
S4	114-282	115-161	117-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-118	117-053	1-065	1.0%	0-100	0.3%	68%	True	False	473
10	118-118	117-053	1-065	1.0%	0-091	0.2%	68%	True	False	242
20	118-118	116-230	1-207	1.4%	0-049	0.1%	77%	True	False	123

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-051
2.618	119-151
1.618	119-016
1.000	118-253
0.618	118-201
HIGH	118-118
0.618	118-066
0.500	118-050
0.382	118-034
LOW	117-302
0.618	117-219
1.000	117-167
1.618	117-084
2.618	116-269
4.250	116-049

Fisher Pivots for day following 17-Apr-2017
Pivot	1 day	3 day
R1	118-050	117-314
PP	118-032	117-313
S1	118-013	117-312

Download as Excel Spreadsheet

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

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