ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	118-278	119-002	0-045	0.1%	118-198
High	119-030	119-002	-0-028	-0.1%	119-018
Low	118-273	118-265	-0-008	0.0%	118-175
Close	119-000	118-273	-0-047	-0.1%	118-305
Range	0-078	0-058	-0-020	-25.8%	0-162
ATR	0-082	0-080	-0-002	-2.1%	0-000
Volume	42,080	56,351	14,271	33.9%	1,746,442

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-139	119-103	118-304
R3	119-082	119-046	118-288
R2	119-024	119-024	118-283
R1	118-308	118-308	118-278	118-298
PP	118-287	118-287	118-287	118-281
S1	118-251	118-251	118-267	118-240
S2	118-229	118-229	118-262
S3	118-172	118-193	118-257
S4	118-114	118-136	118-241

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%	0-070	0.2%	48%	False	False	54,793
10	119-030	118-127	0-223	0.6%	0-067	0.2%	65%	False	False	653,116
20	119-030	117-253	1-098	1.1%	0-077	0.2%	81%	False	False	756,612
40	119-030	117-253	1-098	1.1%	0-088	0.2%	81%	False	False	715,312
60	119-030	116-162	2-188	2.2%	0-094	0.2%	91%	False	False	720,251
80	119-030	116-155	2-195	2.2%	0-096	0.3%	91%	False	False	722,716
100	119-030	116-155	2-195	2.2%	0-098	0.3%	91%	False	False	581,720
120	119-030	116-155	2-195	2.2%	0-089	0.2%	91%	False	False	484,779

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-247
2.618	119-153
1.618	119-096
1.000	119-060
0.618	119-038
HIGH	119-002
0.618	118-301
0.500	118-294
0.382	118-287
LOW	118-265
0.618	118-229
1.000	118-207
1.618	118-172
2.618	118-114
4.250	118-021

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	118-294	118-308
PP	118-287	118-296
S1	118-280	118-284

Download as Excel Spreadsheet

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

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