ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 13-Jun-2017

Day Change Summary
	Previous	Current
	12-Jun-2017	13-Jun-2017	Change	Change %	Previous Week
Open	118-230	118-213	-0-018	0.0%	118-302
High	118-250	118-225	-0-025	-0.1%	119-030
Low	118-202	118-195	-0-007	0.0%	118-198
Close	118-218	118-218	0-000	0.0%	118-238
Range	0-048	0-030	-0-018	-36.9%	0-153
ATR	0-078	0-074	-0-003	-4.4%	0-000
Volume	6,040	11,363	5,323	88.1%	235,521

Daily Pivots for day following 13-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-302	118-290	118-234
R3	118-272	118-260	118-226
R2	118-242	118-242	118-223
R1	118-230	118-230	118-220	118-236
PP	118-213	118-213	118-213	118-216
S1	118-200	118-200	118-215	118-206
S2	118-183	118-183	118-212
S3	118-153	118-170	118-209
S4	118-123	118-140	118-201

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	119-002	118-195	0-127	0.3%	0-059	0.2%	18%	False	True	34,327
10	119-030	118-195	0-155	0.4%	0-064	0.2%	15%	False	True	65,824
20	119-030	118-062	0-288	0.8%	0-073	0.2%	54%	False	False	633,623
40	119-030	117-253	1-098	1.1%	0-081	0.2%	68%	False	False	652,086
60	119-030	117-033	1-318	1.7%	0-090	0.2%	79%	False	False	675,559
80	119-030	116-155	2-195	2.2%	0-094	0.2%	84%	False	False	720,177
100	119-030	116-155	2-195	2.2%	0-095	0.3%	84%	False	False	582,805
120	119-030	116-155	2-195	2.2%	0-090	0.2%	84%	False	False	485,740

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	119-032
2.618	118-303
1.618	118-274
1.000	118-255
0.618	118-244
HIGH	118-225
0.618	118-214
0.500	118-210
0.382	118-206
LOW	118-195
0.618	118-176
1.000	118-165
1.618	118-146
2.618	118-117
4.250	118-068

Fisher Pivots for day following 13-Jun-2017
Pivot	1 day	3 day
R1	118-215	118-246
PP	118-213	118-237
S1	118-210	118-227

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

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