ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 15-May-2017

Day Change Summary
	Previous	Current
	12-May-2017	15-May-2017	Change	Change %	Previous Week
Open	117-313	118-102	0-110	0.3%	118-010
High	118-115	118-125	0-010	0.0%	118-115
Low	117-307	118-073	0-085	0.2%	117-253
Close	118-095	118-090	-0-005	0.0%	118-095
Range	0-128	0-052	-0-075	-58.8%	0-182
ATR	0-098	0-095	-0-003	-3.3%	0-000
Volume	758,486	509,084	-249,402	-32.9%	3,195,019

Daily Pivots for day following 15-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-253	118-224	118-119
R3	118-201	118-172	118-104
R2	118-148	118-148	118-100
R1	118-119	118-119	118-095	118-108
PP	118-096	118-096	118-096	118-090
S1	118-067	118-067	118-085	118-055
S2	118-043	118-043	118-080
S3	117-311	118-014	118-076
S4	117-258	117-282	118-061

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-275	119-207	118-195
R3	119-093	119-025	118-145
R2	118-230	118-230	118-128
R1	118-163	118-163	118-112	118-196
PP	118-048	118-048	118-048	118-064
S1	117-300	117-300	118-078	118-014
S2	117-185	117-185	118-062
S3	117-003	117-118	118-045
S4	116-140	116-255	117-315

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-125	117-253	0-192	0.5%	0-078	0.2%	82%	True	False	628,588
10	118-155	117-253	0-222	0.6%	0-084	0.2%	71%	False	False	658,341
20	118-307	117-253	1-055	1.0%	0-090	0.2%	42%	False	False	670,549
40	118-310	117-033	1-278	1.6%	0-099	0.3%	63%	False	False	696,527
60	118-310	116-155	2-155	2.1%	0-101	0.3%	72%	False	False	749,028
80	118-310	116-155	2-155	2.1%	0-101	0.3%	72%	False	False	570,100
100	118-310	116-155	2-155	2.1%	0-094	0.2%	72%	False	False	456,163

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	0-021
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	119-028
2.618	118-262
1.618	118-210
1.000	118-177
0.618	118-157
HIGH	118-125
0.618	118-105
0.500	118-099
0.382	118-093
LOW	118-073
0.618	118-040
1.000	118-020
1.618	117-308
2.618	117-255
4.250	117-169

Fisher Pivots for day following 15-May-2017
Pivot	1 day	3 day
R1	118-099	118-070
PP	118-096	118-049
S1	118-093	118-029

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

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