ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 24-Apr-2017

Day Change Summary
	Previous	Current
	21-Apr-2017	24-Apr-2017	Change	Change %	Previous Week
Open	118-053	117-210	-0-162	-0.4%	118-118
High	118-073	117-302	-0-090	-0.2%	118-127
Low	118-005	117-167	-0-158	-0.4%	117-302
Close	118-035	117-290	-0-065	-0.2%	118-035
Range	0-068	0-135	0-067	100.0%	0-145
ATR	0-084	0-091	0-007	8.9%	0-000
Volume	1,833	1,607	-226	-12.3%	6,268

Daily Pivots for day following 24-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-018	118-289	118-044
R3	118-203	118-154	118-007
R2	118-068	118-068	117-315
R1	118-019	118-019	117-302	118-044
PP	117-253	117-253	117-253	117-266
S1	117-204	117-204	117-278	117-229
S2	117-118	117-118	117-265
S3	116-303	117-069	117-253
S4	116-168	116-254	117-216

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	117-167	0-280	0.7%	0-101	0.3%	44%	False	True	1,451
10	118-127	117-053	1-075	1.0%	0-100	0.3%	60%	False	False	962
20	118-127	116-295	1-152	1.3%	0-074	0.2%	67%	False	False	486

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-021
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-236
2.618	119-016
1.618	118-201
1.000	118-118
0.618	118-066
HIGH	117-302
0.618	117-251
0.500	117-235
0.382	117-219
LOW	117-167
0.618	117-084
1.000	117-032
1.618	116-269
2.618	116-134
4.250	115-234

Fisher Pivots for day following 24-Apr-2017
Pivot	1 day	3 day
R1	117-272	117-289
PP	117-253	117-287
S1	117-235	117-286

Download as Excel Spreadsheet

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

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