ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	118-245	118-302	0-058	0.2%	118-198
High	119-018	118-315	-0-022	-0.1%	119-018
Low	118-225	118-265	0-040	0.1%	118-175
Close	118-305	118-273	-0-032	-0.1%	118-305
Range	0-113	0-050	-0-062	-55.5%	0-162
ATR	0-085	0-082	-0-002	-2.9%	0-000
Volume	53,851	39,208	-14,643	-27.2%	1,746,442

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-114	119-083	118-300
R3	119-064	119-033	118-286
R2	119-014	119-014	118-282
R1	118-303	118-303	118-277	118-294
PP	118-284	118-284	118-284	118-279
S1	118-253	118-253	118-268	118-244
S2	118-234	118-234	118-263
S3	118-184	118-203	118-259
S4	118-134	118-153	118-245

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%	0-069	0.2%	60%	False	False	357,130
10	119-018	118-127	0-210	0.6%	0-068	0.2%	69%	False	False	878,189
20	119-018	117-253	1-085	1.1%	0-078	0.2%	84%	False	False	808,143
40	119-018	117-225	1-113	1.1%	0-093	0.2%	85%	False	False	757,563
60	119-018	116-155	2-182	2.2%	0-095	0.2%	92%	False	False	742,140
80	119-018	116-155	2-182	2.2%	0-096	0.3%	92%	False	False	722,434
100	119-018	116-155	2-182	2.2%	0-099	0.3%	92%	False	False	580,748
120	119-018	116-155	2-182	2.2%	0-088	0.2%	92%	False	False	483,959

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-208
2.618	119-126
1.618	119-076
1.000	119-045
0.618	119-026
HIGH	118-315
0.618	118-296
0.500	118-290
0.382	118-284
LOW	118-265
0.618	118-234
1.000	118-215
1.618	118-184
2.618	118-134
4.250	118-052

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	118-290	118-271
PP	118-284	118-270
S1	118-278	118-269

Download as Excel Spreadsheet

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

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