ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 16-May-2017

Day Change Summary
	Previous	Current
	15-May-2017	16-May-2017	Change	Change %	Previous Week
Open	118-102	118-087	-0-015	0.0%	118-010
High	118-125	118-138	0-013	0.0%	118-115
Low	118-073	118-062	-0-010	0.0%	117-253
Close	118-090	118-102	0-012	0.0%	118-095
Range	0-052	0-075	0-023	42.9%	0-182
ATR	0-095	0-094	-0-001	-1.5%	0-000
Volume	509,084	653,943	144,859	28.5%	3,195,019

Daily Pivots for day following 16-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-006	118-289	118-144
R3	118-251	118-214	118-123
R2	118-176	118-176	118-116
R1	118-139	118-139	118-109	118-158
PP	118-101	118-101	118-101	118-110
S1	118-064	118-064	118-096	118-082
S2	118-026	118-026	118-089
S3	117-271	117-309	118-082
S4	117-196	117-234	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	118-138	117-253	0-205	0.5%	0-080	0.2%	83%	True	False	645,799
10	118-150	117-253	0-218	0.6%	0-082	0.2%	78%	False	False	663,394
20	118-305	117-253	1-052	1.0%	0-086	0.2%	46%	False	False	664,155
40	118-310	117-047	1-263	1.5%	0-099	0.3%	64%	False	False	701,092
60	118-310	116-155	2-155	2.1%	0-100	0.3%	74%	False	False	758,175
80	118-310	116-155	2-155	2.1%	0-100	0.3%	74%	False	False	578,253
100	118-310	116-155	2-155	2.1%	0-095	0.2%	74%	False	False	462,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-136
2.618	119-014
1.618	118-259
1.000	118-213
0.618	118-184
HIGH	118-138
0.618	118-109
0.500	118-100
0.382	118-091
LOW	118-062
0.618	118-016
1.000	117-307
1.618	117-261
2.618	117-186
4.250	117-064

Fisher Pivots for day following 16-May-2017
Pivot	1 day	3 day
R1	118-102	118-089
PP	118-101	118-076
S1	118-100	118-062

Download as Excel Spreadsheet

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

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