ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 01-May-2017

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	117-193	117-265	0-072	0.2%	117-210
High	117-280	117-278	-0-002	0.0%	117-302
Low	117-193	117-200	0-007	0.0%	117-167
Close	117-267	117-220	-0-047	-0.1%	117-267
Range	0-087	0-078	-0-010	-11.4%	0-135
ATR	0-089	0-088	-0-001	-0.9%	0-000
Volume	822	458	-364	-44.3%	6,220

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-145	118-100	117-263
R3	118-068	118-023	117-241
R2	117-310	117-310	117-234
R1	117-265	117-265	117-227	117-249
PP	117-233	117-233	117-233	117-224
S1	117-187	117-187	117-213	117-171
S2	117-155	117-155	117-206
S3	117-077	117-110	117-199
S4	117-000	117-032	117-177

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-011	118-274	118-022
R3	118-196	118-139	117-305
R2	118-061	118-061	117-292
R1	118-004	118-004	117-280	118-032
PP	117-246	117-246	117-246	117-260
S1	117-189	117-189	117-255	117-217
S2	117-111	117-111	117-243
S3	116-296	117-054	117-230
S4	116-161	116-239	117-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-298	117-175	0-122	0.3%	0-082	0.2%	37%	False	False	1,014
10	118-127	117-167	0-280	0.7%	0-092	0.2%	19%	False	False	1,232
20	118-127	117-053	1-075	1.0%	0-091	0.2%	42%	False	False	737
40	118-127	116-002	2-125	2.0%	0-049	0.1%	70%	False	False	370

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-287
2.618	118-160
1.618	118-083
1.000	118-035
0.618	118-005
HIGH	117-278
0.618	117-248
0.500	117-239
0.382	117-230
LOW	117-200
0.618	117-152
1.000	117-122
1.618	117-075
2.618	116-317
4.250	116-191

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	117-239	117-240
PP	117-233	117-233
S1	117-226	117-227

Download as Excel Spreadsheet

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

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