ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 17-May-2017

Day Change Summary
	Previous	Current
	16-May-2017	17-May-2017	Change	Change %	Previous Week
Open	118-087	118-105	0-018	0.0%	118-010
High	118-138	118-267	0-130	0.3%	118-115
Low	118-062	118-102	0-040	0.1%	117-253
Close	118-102	118-260	0-158	0.4%	118-095
Range	0-075	0-165	0-090	120.0%	0-182
ATR	0-094	0-099	0-005	5.5%	0-000
Volume	653,943	1,157,517	503,574	77.0%	3,195,019

Daily Pivots for day following 17-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-065	120-007	119-031
R3	119-220	119-162	118-305
R2	119-055	119-055	118-290
R1	118-317	118-317	118-275	119-026
PP	118-210	118-210	118-210	118-224
S1	118-153	118-153	118-245	118-181
S2	118-045	118-045	118-230
S3	117-200	117-308	118-215
S4	117-035	117-143	118-169

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	118-267	117-253	1-015	0.9%	0-096	0.3%	98%	True	False	757,638
10	118-267	117-253	1-015	0.9%	0-090	0.2%	98%	True	False	700,738
20	118-267	117-253	1-015	0.9%	0-090	0.2%	98%	True	False	692,068
40	118-310	117-140	1-170	1.3%	0-100	0.3%	90%	False	False	705,596
60	118-310	116-155	2-155	2.1%	0-102	0.3%	94%	False	False	769,892
80	118-310	116-155	2-155	2.1%	0-101	0.3%	94%	False	False	592,462
100	118-310	116-155	2-155	2.1%	0-096	0.3%	94%	False	False	474,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	121-009
2.618	120-059
1.618	119-214
1.000	119-112
0.618	119-049
HIGH	118-267
0.618	118-204
0.500	118-185
0.382	118-166
LOW	118-102
0.618	118-001
1.000	117-258
1.618	117-156
2.618	116-311
4.250	116-041

Fisher Pivots for day following 17-May-2017
Pivot	1 day	3 day
R1	118-235	118-228
PP	118-210	118-197
S1	118-185	118-165

Download as Excel Spreadsheet

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

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