ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 16-Jun-2017

Day Change Summary
	Previous	Current
	15-Jun-2017	16-Jun-2017	Change	Change %	Previous Week
Open	118-295	118-238	-0-058	-0.2%	118-230
High	119-000	118-287	-0-033	-0.1%	119-062
Low	118-233	118-213	-0-020	-0.1%	118-195
Close	118-240	118-275	0-035	0.1%	118-275
Range	0-087	0-075	-0-013	-14.3%	0-187
ATR	0-082	0-081	0-000	-0.6%	0-000
Volume	4,150	2,463	-1,687	-40.7%	39,738

Daily Pivots for day following 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-163	119-134	118-316
R3	119-088	119-059	118-296
R2	119-013	119-013	118-289
R1	118-304	118-304	118-282	118-319
PP	118-258	118-258	118-258	118-266
S1	118-229	118-229	118-268	118-244
S2	118-183	118-183	118-261
S3	118-108	118-154	118-254
S4	118-033	118-079	118-234

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-207	120-108	119-058
R3	120-019	119-241	119-007
R2	119-152	119-152	118-309
R1	119-053	119-053	118-292	119-102
PP	118-284	118-284	118-284	118-309
S1	118-186	118-186	118-258	118-235
S2	118-097	118-097	118-241
S3	117-229	117-318	118-223
S4	117-042	117-131	118-172

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%	0-082	0.2%	43%	False	False	7,947
10	119-062	118-195	0-187	0.5%	0-075	0.2%	43%	False	False	27,525
20	119-062	118-127	0-255	0.7%	0-072	0.2%	58%	False	False	483,658
40	119-062	117-253	1-130	1.2%	0-081	0.2%	76%	False	False	599,979
60	119-062	117-140	1-242	1.5%	0-091	0.2%	81%	False	False	637,877
80	119-062	116-155	2-227	2.3%	0-094	0.2%	88%	False	False	696,062
100	119-062	116-155	2-227	2.3%	0-095	0.2%	88%	False	False	582,427
120	119-062	116-155	2-227	2.3%	0-093	0.2%	88%	False	False	485,926

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

Fibonacci Retracements and Extensions
4.250	119-286
2.618	119-164
1.618	119-089
1.000	119-042
0.618	119-014
HIGH	118-287
0.618	118-259
0.500	118-250
0.382	118-241
LOW	118-213
0.618	118-166
1.000	118-138
1.618	118-091
2.618	118-016
4.250	117-214

Fisher Pivots for day following 16-Jun-2017
Pivot	1 day	3 day
R1	118-267	118-298
PP	118-258	118-290
S1	118-250	118-283

Download as Excel Spreadsheet

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

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