ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	118-213	118-225	0-012	0.0%	118-302
High	118-225	119-062	0-158	0.4%	119-030
Low	118-195	118-213	0-018	0.0%	118-198
Close	118-218	118-293	0-075	0.2%	118-238
Range	0-030	0-170	0-140	466.9%	0-153
ATR	0-074	0-081	0-007	9.2%	0-000
Volume	11,363	15,722	4,359	38.4%	235,521

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-166	120-079	119-066
R3	119-316	119-229	119-019
R2	119-146	119-146	119-004
R1	119-059	119-059	118-308	119-102
PP	118-296	118-296	118-296	118-318
S1	118-209	118-209	118-277	118-253
S2	118-126	118-126	118-261
S3	117-276	118-039	118-246
S4	117-106	117-189	118-199

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	119-062	118-195	0-187	0.5%	0-081	0.2%	52%	True	False	26,201
10	119-062	118-195	0-187	0.5%	0-075	0.2%	52%	True	False	40,497
20	119-062	118-102	0-280	0.7%	0-078	0.2%	68%	True	False	601,712
40	119-062	117-253	1-130	1.2%	0-082	0.2%	80%	True	False	632,934
60	119-062	117-047	2-015	1.7%	0-092	0.2%	86%	True	False	667,965
80	119-062	116-155	2-227	2.3%	0-095	0.2%	90%	True	False	719,060
100	119-062	116-155	2-227	2.3%	0-096	0.3%	90%	True	False	582,945
120	119-062	116-155	2-227	2.3%	0-092	0.2%	90%	True	False	485,871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	121-145
2.618	120-188
1.618	120-018
1.000	119-232
0.618	119-168
HIGH	119-062
0.618	118-318
0.500	118-298
0.382	118-277
LOW	118-213
0.618	118-107
1.000	118-043
1.618	117-257
2.618	117-087
4.250	116-130

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	118-298	118-291
PP	118-296	118-290
S1	118-294	118-289

Download as Excel Spreadsheet

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

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