ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 21-Apr-2017

Day Change Summary
	Previous	Current
	20-Apr-2017	21-Apr-2017	Change	Change %	Previous Week
Open	118-010	118-053	0-042	0.1%	118-118
High	118-085	118-073	-0-012	0.0%	118-127
Low	117-315	118-005	0-010	0.0%	117-302
Close	118-010	118-035	0-025	0.1%	118-035
Range	0-090	0-068	-0-022	-25.0%	0-145
ATR	0-085	0-084	-0-001	-1.5%	0-000
Volume	469	1,833	1,364	290.8%	6,268

Daily Pivots for day following 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-240	118-205	118-072
R3	118-173	118-138	118-054
R2	118-105	118-105	118-047
R1	118-070	118-070	118-041	118-054
PP	118-038	118-038	118-038	118-029
S1	118-002	118-002	118-029	117-306
S2	117-290	117-290	118-023
S3	117-222	117-255	118-016
S4	117-155	117-187	117-318

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-163	119-084	118-115
R3	119-018	118-259	118-075
R2	118-193	118-193	118-062
R1	118-114	118-114	118-048	118-081
PP	118-048	118-048	118-048	118-032
S1	117-289	117-289	118-022	117-256
S2	117-223	117-223	118-008
S3	117-078	117-144	117-315
S4	116-253	116-319	117-275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-127	117-302	0-145	0.4%	0-101	0.3%	36%	False	False	1,253
10	118-127	117-053	1-075	1.0%	0-104	0.3%	77%	False	False	801
20	118-127	116-295	1-152	1.3%	0-068	0.2%	80%	False	False	406

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-039
2.618	118-249
1.618	118-182
1.000	118-140
0.618	118-114
HIGH	118-073
0.618	118-047
0.500	118-039
0.382	118-031
LOW	118-005
0.618	117-283
1.000	117-257
1.618	117-216
2.618	117-148
4.250	117-038

Fisher Pivots for day following 21-Apr-2017
Pivot	1 day	3 day
R1	118-039	118-055
PP	118-038	118-048
S1	118-036	118-042

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

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