ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 08-May-2017

Day Change Summary
	Previous	Current
	05-May-2017	08-May-2017	Change	Change %	Previous Week
Open	118-020	118-010	-0-010	0.0%	118-127
High	118-062	118-067	0-005	0.0%	118-155
Low	117-280	117-300	0-020	0.1%	117-280
Close	118-035	118-010	-0-025	-0.1%	118-035
Range	0-102	0-087	-0-015	-14.6%	0-195
ATR	0-103	0-101	-0-001	-1.0%	0-000
Volume	710,051	561,163	-148,888	-21.0%	3,387,757

Daily Pivots for day following 08-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-282	118-233	118-058
R3	118-194	118-146	118-034
R2	118-107	118-107	118-026
R1	118-058	118-058	118-018	118-054
PP	118-019	118-019	118-019	118-017
S1	117-291	117-291	118-002	117-286
S2	117-252	117-252	117-314
S3	117-164	117-203	117-306
S4	117-077	117-116	117-282

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-315	119-210	118-142
R3	119-120	119-015	118-089
R2	118-245	118-245	118-071
R1	118-140	118-140	118-053	118-095
PP	118-050	118-050	118-050	118-028
S1	117-265	117-265	118-017	117-220
S2	117-175	117-175	117-319
S3	116-300	117-070	117-301
S4	116-105	116-195	117-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-155	117-280	0-195	0.5%	0-090	0.2%	26%	False	False	688,095
10	118-160	117-280	0-200	0.5%	0-087	0.2%	25%	False	False	686,619
20	118-310	117-225	1-085	1.1%	0-100	0.3%	26%	False	False	677,477
40	118-310	116-162	2-148	2.1%	0-103	0.3%	62%	False	False	700,525
60	118-310	116-155	2-155	2.1%	0-102	0.3%	62%	False	False	702,763
80	118-310	116-155	2-155	2.1%	0-104	0.3%	62%	False	False	530,912
100	118-310	116-155	2-155	2.1%	0-090	0.2%	62%	False	False	424,733

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-119
2.618	118-297
1.618	118-209
1.000	118-155
0.618	118-122
HIGH	118-067
0.618	118-034
0.500	118-024
0.382	118-013
LOW	117-300
0.618	117-246
1.000	117-213
1.618	117-158
2.618	117-071
4.250	116-248

Fisher Pivots for day following 08-May-2017
Pivot	1 day	3 day
R1	118-024	118-020
PP	118-019	118-017
S1	118-015	118-013

Download as Excel Spreadsheet

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

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