ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 08-Jun-2017

Day Change Summary
	Previous	Current
	07-Jun-2017	08-Jun-2017	Change	Change %	Previous Week
Open	119-002	118-270	-0-052	-0.1%	118-198
High	119-002	118-275	-0-047	-0.1%	119-018
Low	118-265	118-218	-0-047	-0.1%	118-175
Close	118-273	118-253	-0-020	-0.1%	118-305
Range	0-058	0-058	0-000	0.0%	0-162
ATR	0-080	0-078	-0-002	-2.0%	0-000
Volume	56,351	39,104	-17,247	-30.6%	1,746,442

Daily Pivots for day following 08-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-101	119-074	118-284
R3	119-043	119-017	118-268
R2	118-306	118-306	118-263
R1	118-279	118-279	118-258	118-264
PP	118-248	118-248	118-248	118-241
S1	118-222	118-222	118-247	118-206
S2	118-191	118-191	118-242
S3	118-133	118-164	118-237
S4	118-076	118-107	118-221

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	118-218	0-133	0.3%	0-071	0.2%	26%	False	True	46,118
10	119-030	118-175	0-175	0.5%	0-063	0.2%	44%	False	False	508,498
20	119-030	117-253	1-098	1.1%	0-076	0.2%	77%	False	False	728,651
40	119-030	117-253	1-098	1.1%	0-086	0.2%	77%	False	False	697,621
60	119-030	116-185	2-165	2.1%	0-094	0.2%	88%	False	False	712,221
80	119-030	116-155	2-195	2.2%	0-096	0.3%	88%	False	False	722,705
100	119-030	116-155	2-195	2.2%	0-097	0.3%	88%	False	False	582,110
120	119-030	116-155	2-195	2.2%	0-089	0.2%	88%	False	False	485,105

Crabel Price Patterns
NR	False
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	0-010

Fibonacci Retracements and Extensions
4.250	119-199
2.618	119-106
1.618	119-048
1.000	119-013
0.618	118-311
HIGH	118-275
0.618	118-253
0.500	118-246
0.382	118-239
LOW	118-218
0.618	118-182
1.000	118-160
1.618	118-124
2.618	118-067
4.250	117-293

Fisher Pivots for day following 08-Jun-2017
Pivot	1 day	3 day
R1	118-250	118-284
PP	118-248	118-273
S1	118-246	118-263

Download as Excel Spreadsheet

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

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