ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 02-Jun-2017

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	118-250	118-245	-0-005	0.0%	118-198
High	118-250	119-018	0-087	0.2%	119-018
Low	118-200	118-225	0-025	0.1%	118-175
Close	118-238	118-305	0-067	0.2%	118-305
Range	0-050	0-113	0-062	125.0%	0-162
ATR	0-082	0-085	0-002	2.6%	0-000
Volume	82,477	53,851	-28,626	-34.7%	1,746,442

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-307	119-258	119-047
R3	119-194	119-146	119-016
R2	119-082	119-082	119-006
R1	119-033	119-033	118-315	119-058
PP	118-289	118-289	118-289	118-301
S1	118-241	118-241	118-295	118-265
S2	118-177	118-177	118-284
S3	118-064	118-128	118-274
S4	117-272	118-016	118-243

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-120	120-055	119-074
R3	119-277	119-212	119-030
R2	119-115	119-115	119-015
R1	119-050	119-050	119-000	119-082
PP	118-273	118-273	118-273	118-289
S1	118-207	118-207	118-290	118-240
S2	118-110	118-110	118-275
S3	117-268	118-045	118-260
S4	117-105	117-203	118-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-018	118-175	0-162	0.4%	0-068	0.2%	80%	True	False	597,030
10	119-018	118-127	0-210	0.6%	0-068	0.2%	85%	True	False	939,790
20	119-018	117-253	1-085	1.1%	0-081	0.2%	92%	True	False	841,685
40	119-018	117-225	1-113	1.1%	0-093	0.2%	92%	True	False	771,820
60	119-018	116-155	2-182	2.2%	0-095	0.3%	96%	True	False	752,980
80	119-018	116-155	2-182	2.2%	0-097	0.3%	96%	True	False	722,186
100	119-018	116-155	2-182	2.2%	0-099	0.3%	96%	True	False	580,356
120	119-018	116-155	2-182	2.2%	0-087	0.2%	96%	True	False	483,632

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	0-017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-176
2.618	119-312
1.618	119-200
1.000	119-130
0.618	119-087
HIGH	119-018
0.618	118-295
0.500	118-281
0.382	118-268
LOW	118-225
0.618	118-155
1.000	118-112
1.618	118-043
2.618	117-250
4.250	117-067

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	118-297	118-293
PP	118-289	118-281
S1	118-281	118-269

Download as Excel Spreadsheet

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

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