ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 27-Apr-2017

Day Change Summary
	Previous	Current
	26-Apr-2017	27-Apr-2017	Change	Change %	Previous Week
Open	117-210	117-240	0-030	0.1%	118-118
High	117-253	117-287	0-035	0.1%	118-127
Low	117-175	117-225	0-050	0.1%	117-302
Close	117-240	117-265	0-025	0.1%	118-035
Range	0-078	0-062	-0-015	-19.4%	0-145
ATR	0-091	0-089	-0-002	-2.2%	0-000
Volume	1,258	1,891	633	50.3%	6,268

Daily Pivots for day following 27-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-127	118-098	117-299
R3	118-064	118-036	117-282
R2	118-002	118-002	117-276
R1	117-293	117-293	117-271	117-307
PP	117-259	117-259	117-259	117-266
S1	117-231	117-231	117-259	117-245
S2	117-197	117-197	117-254
S3	117-134	117-168	117-248
S4	117-072	117-106	117-231

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	118-073	117-167	0-225	0.6%	0-090	0.2%	43%	False	False	1,446
10	118-127	117-167	0-280	0.7%	0-097	0.3%	35%	False	False	1,186
20	118-127	116-295	1-152	1.3%	0-087	0.2%	61%	False	False	676
40	118-127	116-002	2-125	2.0%	0-045	0.1%	76%	False	False	338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	118-233
2.618	118-131
1.618	118-069
1.000	118-030
0.618	118-006
HIGH	117-287
0.618	117-264
0.500	117-256
0.382	117-249
LOW	117-225
0.618	117-186
1.000	117-162
1.618	117-124
2.618	117-061
4.250	116-279

Fisher Pivots for day following 27-Apr-2017
Pivot	1 day	3 day
R1	117-262	117-255
PP	117-259	117-246
S1	117-256	117-236

Download as Excel Spreadsheet

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

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