ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	118-225	118-295	0-070	0.2%	118-302
High	119-062	119-000	-0-062	-0.2%	119-030
Low	118-213	118-233	0-020	0.1%	118-198
Close	118-293	118-240	-0-053	-0.1%	118-238
Range	0-170	0-087	-0-082	-48.5%	0-153
ATR	0-081	0-082	0-000	0.6%	0-000
Volume	15,722	4,150	-11,572	-73.6%	235,521

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-207	119-151	118-288
R3	119-119	119-063	118-264
R2	119-032	119-032	118-256
R1	118-296	118-296	118-248	118-280
PP	118-264	118-264	118-264	118-256
S1	118-208	118-208	118-232	118-193
S2	118-177	118-177	118-224
S3	118-089	118-121	118-216
S4	118-002	118-033	118-192

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%	0-087	0.2%	24%	False	False	19,210
10	119-062	118-195	0-187	0.5%	0-079	0.2%	24%	False	False	32,664
20	119-062	118-127	0-255	0.7%	0-074	0.2%	44%	False	False	544,044
40	119-062	117-253	1-130	1.2%	0-082	0.2%	68%	False	False	618,056
60	119-062	117-140	1-242	1.5%	0-091	0.2%	75%	False	False	651,745
80	119-062	116-155	2-227	2.3%	0-095	0.2%	84%	False	False	713,430
100	119-062	116-155	2-227	2.3%	0-095	0.3%	84%	False	False	582,778
120	119-062	116-155	2-227	2.3%	0-092	0.2%	84%	False	False	485,905

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-052
2.618	119-229
1.618	119-142
1.000	119-087
0.618	119-054
HIGH	119-000
0.618	118-287
0.500	118-276
0.382	118-266
LOW	118-233
0.618	118-178
1.000	118-145
1.618	118-091
2.618	118-003
4.250	117-181

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	118-276	118-289
PP	118-264	118-273
S1	118-252	118-256

Download as Excel Spreadsheet

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

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