ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 12-Jun-2017

Day Change Summary
	Previous	Current
	09-Jun-2017	12-Jun-2017	Change	Change %	Previous Week
Open	118-282	118-230	-0-052	-0.1%	118-302
High	118-298	118-250	-0-047	-0.1%	119-030
Low	118-198	118-202	0-005	0.0%	118-198
Close	118-238	118-218	-0-020	-0.1%	118-238
Range	0-100	0-048	-0-052	-52.5%	0-153
ATR	0-080	0-078	-0-002	-2.9%	0-000
Volume	58,778	6,040	-52,738	-89.7%	235,521

Daily Pivots for day following 12-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-046	119-019	118-244
R3	118-318	118-292	118-231
R2	118-271	118-271	118-226
R1	118-244	118-244	118-222	118-234
PP	118-223	118-223	118-223	118-218
S1	118-197	118-197	118-213	118-186
S2	118-176	118-176	118-209
S3	118-128	118-149	118-204
S4	118-081	118-102	118-191

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%	0-068	0.2%	13%	False	False	40,470
10	119-030	118-175	0-175	0.5%	0-069	0.2%	24%	False	False	198,800
20	119-030	118-062	0-288	0.8%	0-074	0.2%	54%	False	False	658,509
40	119-030	117-253	1-098	1.1%	0-084	0.2%	68%	False	False	664,809
60	119-030	116-295	2-055	1.8%	0-091	0.2%	81%	False	False	683,411
80	119-030	116-155	2-195	2.2%	0-095	0.3%	84%	False	False	721,139
100	119-030	116-155	2-195	2.2%	0-096	0.3%	84%	False	False	582,726
120	119-030	116-155	2-195	2.2%	0-090	0.2%	84%	False	False	485,645

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119-132
2.618	119-054
1.618	119-007
1.000	118-298
0.618	118-279
HIGH	118-250
0.618	118-232
0.500	118-226
0.382	118-221
LOW	118-202
0.618	118-173
1.000	118-155
1.618	118-126
2.618	118-078
4.250	118-001

Fisher Pivots for day following 12-Jun-2017
Pivot	1 day	3 day
R1	118-226	118-248
PP	118-223	118-238
S1	118-220	118-228

Download as Excel Spreadsheet

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

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