ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	118-240	118-250	0-010	0.0%	118-213
High	118-265	118-250	-0-015	0.0%	118-240
Low	118-210	118-200	-0-010	0.0%	118-127
Close	118-260	118-238	-0-022	-0.1%	118-200
Range	0-055	0-050	-0-005	-9.0%	0-113
ATR	0-084	0-082	-0-002	-2.0%	0-000
Volume	268,995	82,477	-186,518	-69.3%	6,996,247

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-059	119-038	118-265
R3	119-009	118-308	118-251
R2	118-279	118-279	118-247
R1	118-258	118-258	118-242	118-244
PP	118-229	118-229	118-229	118-222
S1	118-208	118-208	118-233	118-194
S2	118-179	118-179	118-228
S3	118-129	118-158	118-224
S4	118-079	118-108	118-210

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-207	119-156	118-262
R3	119-094	119-043	118-231
R2	118-302	118-302	118-221
R1	118-251	118-251	118-210	118-220
PP	118-189	118-189	118-189	118-174
S1	118-138	118-138	118-190	118-107
S2	118-077	118-077	118-179
S3	117-284	118-026	118-169
S4	117-172	117-233	118-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-265	118-175	0-090	0.2%	0-054	0.1%	69%	False	False	970,877
10	119-000	118-127	0-193	0.5%	0-068	0.2%	57%	False	False	1,055,424
20	119-000	117-253	1-067	1.0%	0-079	0.2%	79%	False	False	878,081
40	119-000	117-225	1-095	1.1%	0-093	0.2%	80%	False	False	793,971
60	119-000	116-155	2-165	2.1%	0-095	0.3%	90%	False	False	766,979
80	119-000	116-155	2-165	2.1%	0-097	0.3%	90%	False	False	722,175
100	119-000	116-155	2-165	2.1%	0-098	0.3%	90%	False	False	579,818
120	119-000	116-155	2-165	2.1%	0-086	0.2%	90%	False	False	483,183

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-143
2.618	119-061
1.618	119-011
1.000	118-300
0.618	118-281
HIGH	118-250
0.618	118-231
0.500	118-225
0.382	118-219
LOW	118-200
0.618	118-169
1.000	118-150
1.618	118-119
2.618	118-069
4.250	117-307

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	118-233	118-232
PP	118-229	118-226
S1	118-225	118-220

Download as Excel Spreadsheet

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

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