ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 10-May-2017

Day Change Summary
	Previous	Current
	09-May-2017	10-May-2017	Change	Change %	Previous Week
Open	117-315	117-295	-0-020	-0.1%	118-127
High	118-010	118-027	0-017	0.0%	118-155
Low	117-265	117-267	0-002	0.0%	117-280
Close	117-278	117-275	-0-002	0.0%	118-035
Range	0-065	0-080	0-015	23.0%	0-195
ATR	0-099	0-098	-0-001	-1.4%	0-000
Volume	567,885	598,323	30,438	5.4%	3,387,757

Daily Pivots for day following 10-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-217	118-166	117-319
R3	118-137	118-086	117-297
R2	118-057	118-057	117-290
R1	118-006	118-006	117-282	117-311
PP	117-297	117-297	117-297	117-289
S1	117-246	117-246	117-268	117-231
S2	117-217	117-217	117-260
S3	117-137	117-166	117-253
S4	117-057	117-086	117-231

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	118-080	117-265	0-135	0.4%	0-083	0.2%	7%	False	False	643,839
10	118-155	117-265	0-210	0.6%	0-083	0.2%	5%	False	False	666,407
20	118-310	117-265	1-045	1.0%	0-096	0.3%	3%	False	False	666,591
40	118-310	116-185	2-125	2.0%	0-103	0.3%	54%	False	False	704,006
60	118-310	116-155	2-155	2.1%	0-103	0.3%	55%	False	False	720,723
80	118-310	116-155	2-155	2.1%	0-102	0.3%	55%	False	False	545,474
100	118-310	116-155	2-155	2.1%	0-091	0.2%	55%	False	False	436,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-047
2.618	118-237
1.618	118-157
1.000	118-107
0.618	118-077
HIGH	118-027
0.618	117-317
0.500	117-307
0.382	117-298
LOW	117-267
0.618	117-218
1.000	117-187
1.618	117-138
2.618	117-058
4.250	116-247

Fisher Pivots for day following 10-May-2017
Pivot	1 day	3 day
R1	117-307	118-006
PP	117-297	117-309
S1	117-286	117-292

Download as Excel Spreadsheet

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

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