ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 19-Jun-2017

Day Change Summary
	Previous	Current
	16-Jun-2017	19-Jun-2017	Change	Change %	Previous Week
Open	118-238	118-278	0-040	0.1%	118-230
High	118-287	118-300	0-013	0.0%	119-062
Low	118-213	118-200	-0-013	0.0%	118-195
Close	118-275	118-210	-0-065	-0.2%	118-275
Range	0-075	0-100	0-025	33.4%	0-187
ATR	0-081	0-082	0-001	1.7%	0-000
Volume	2,463	3,828	1,365	55.4%	39,738

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-217	119-153	118-265
R3	119-117	119-053	118-238
R2	119-017	119-017	118-228
R1	118-273	118-273	118-219	118-255
PP	118-237	118-237	118-237	118-228
S1	118-173	118-173	118-201	118-155
S2	118-137	118-137	118-192
S3	118-037	118-073	118-183
S4	117-257	117-293	118-155

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%	0-092	0.2%	8%	False	False	7,505
10	119-062	118-195	0-187	0.5%	0-080	0.2%	8%	False	False	23,987
20	119-062	118-127	0-255	0.7%	0-074	0.2%	32%	False	False	451,088
40	119-062	117-253	1-130	1.2%	0-082	0.2%	62%	False	False	586,574
60	119-062	117-142	1-240	1.5%	0-091	0.2%	69%	False	False	626,224
80	119-062	116-155	2-227	2.3%	0-094	0.2%	80%	False	False	673,308
100	119-062	116-155	2-227	2.3%	0-095	0.2%	80%	False	False	582,359
120	119-062	116-155	2-227	2.3%	0-094	0.2%	80%	False	False	485,958

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-085
2.618	119-242
1.618	119-142
1.000	119-080
0.618	119-042
HIGH	118-300
0.618	118-262
0.500	118-250
0.382	118-238
LOW	118-200
0.618	118-138
1.000	118-100
1.618	118-038
2.618	117-258
4.250	117-095

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	118-250	118-260
PP	118-237	118-243
S1	118-223	118-227

Download as Excel Spreadsheet

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

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