ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 06-Jun-2017

Day Change Summary
	Previous	Current
	05-Jun-2017	06-Jun-2017	Change	Change %	Previous Week
Open	118-302	118-278	-0-025	-0.1%	118-198
High	118-315	119-030	0-035	0.1%	119-018
Low	118-265	118-273	0-008	0.0%	118-175
Close	118-273	119-000	0-047	0.1%	118-305
Range	0-050	0-078	0-027	55.0%	0-162
ATR	0-082	0-082	0-000	-0.4%	0-000
Volume	39,208	42,080	2,872	7.3%	1,746,442

Daily Pivots for day following 06-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-227	119-191	119-043
R3	119-149	119-113	119-021
R2	119-072	119-072	119-014
R1	119-036	119-036	119-007	119-054
PP	118-314	118-314	118-314	119-003
S1	118-278	118-278	118-313	118-296
S2	118-237	118-237	118-306
S3	118-159	118-201	118-299
S4	118-082	118-123	118-277

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	119-030	118-200	0-150	0.4%	0-069	0.2%	80%	True	False	97,322
10	119-030	118-127	0-223	0.6%	0-071	0.2%	87%	True	False	810,021
20	119-030	117-253	1-098	1.1%	0-078	0.2%	93%	True	False	782,189
40	119-030	117-225	1-125	1.2%	0-089	0.2%	93%	True	False	729,833
60	119-030	116-162	2-188	2.2%	0-094	0.2%	96%	True	False	727,746
80	119-030	116-155	2-195	2.2%	0-096	0.3%	96%	True	False	722,620
100	119-030	116-155	2-195	2.2%	0-098	0.3%	96%	True	False	581,167
120	119-030	116-155	2-195	2.2%	0-088	0.2%	96%	True	False	484,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-039
2.618	119-233
1.618	119-155
1.000	119-108
0.618	119-078
HIGH	119-030
0.618	119-000
0.500	118-311
0.382	118-302
LOW	118-273
0.618	118-225
1.000	118-195
1.618	118-147
2.618	118-070
4.250	117-263

Fisher Pivots for day following 06-Jun-2017
Pivot	1 day	3 day
R1	118-317	118-309
PP	118-314	118-298
S1	118-311	118-288

Download as Excel Spreadsheet

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

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