ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	118-270	118-282	0-012	0.0%	118-302
High	118-275	118-298	0-022	0.1%	119-030
Low	118-218	118-198	-0-020	-0.1%	118-198
Close	118-253	118-238	-0-015	0.0%	118-238
Range	0-058	0-100	0-042	73.9%	0-153
ATR	0-078	0-080	0-002	2.0%	0-000
Volume	39,104	58,778	19,674	50.3%	235,521

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-224	119-171	118-293
R3	119-124	119-071	118-265
R2	119-024	119-024	118-256
R1	118-291	118-291	118-247	118-268
PP	118-244	118-244	118-244	118-233
S1	118-191	118-191	118-228	118-168
S2	118-144	118-144	118-219
S3	118-044	118-091	118-210
S4	117-264	117-311	118-183

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-079	119-311	119-001
R3	119-247	119-158	118-279
R2	119-094	119-094	118-265
R1	119-006	119-006	118-251	118-294
PP	118-262	118-262	118-262	118-246
S1	118-173	118-173	118-224	118-141
S2	118-109	118-109	118-210
S3	117-277	118-021	118-196
S4	117-124	117-188	118-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-030	118-198	0-153	0.4%	0-069	0.2%	26%	False	True	47,104
10	119-030	118-175	0-175	0.5%	0-069	0.2%	36%	False	False	322,067
20	119-030	117-307	1-043	1.0%	0-078	0.2%	69%	False	False	696,132
40	119-030	117-253	1-098	1.1%	0-085	0.2%	73%	False	False	681,959
60	119-030	116-295	2-055	1.8%	0-092	0.2%	84%	False	False	695,533
80	119-030	116-155	2-195	2.2%	0-096	0.3%	87%	False	False	722,023
100	119-030	116-155	2-195	2.2%	0-098	0.3%	87%	False	False	582,672
120	119-030	116-155	2-195	2.2%	0-090	0.2%	87%	False	False	485,595

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-083
2.618	119-239
1.618	119-139
1.000	119-078
0.618	119-039
HIGH	118-298
0.618	118-259
0.500	118-248
0.382	118-236
LOW	118-198
0.618	118-136
1.000	118-098
1.618	118-036
2.618	117-256
4.250	117-093

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	118-248	118-260
PP	118-244	118-253
S1	118-241	118-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols