ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	118-278	118-210	-0-067	-0.2%	118-230
High	118-300	118-255	-0-045	-0.1%	119-062
Low	118-200	118-195	-0-005	0.0%	118-195
Close	118-210	118-255	0-045	0.1%	118-275
Range	0-100	0-060	-0-040	-40.0%	0-187
ATR	0-082	0-081	-0-002	-1.9%	0-000
Volume	3,828	3,909	81	2.1%	39,738

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-095	119-075	118-288
R3	119-035	119-015	118-272
R2	118-295	118-295	118-266
R1	118-275	118-275	118-261	118-285
PP	118-235	118-235	118-235	118-240
S1	118-215	118-215	118-250	118-225
S2	118-175	118-175	118-244
S3	118-115	118-155	118-239
S4	118-055	118-095	118-222

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%	0-098	0.3%	32%	False	True	6,014
10	119-062	118-195	0-187	0.5%	0-078	0.2%	32%	False	True	20,170
20	119-062	118-127	0-255	0.7%	0-075	0.2%	50%	False	False	415,096
40	119-062	117-253	1-130	1.2%	0-080	0.2%	72%	False	False	567,792
60	119-062	117-147	1-235	1.5%	0-091	0.2%	77%	False	False	617,833
80	119-062	116-155	2-227	2.3%	0-094	0.2%	85%	False	False	658,608
100	119-062	116-155	2-227	2.3%	0-094	0.2%	85%	False	False	582,274
120	119-062	116-155	2-227	2.3%	0-094	0.2%	85%	False	False	485,990

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-190
2.618	119-092
1.618	119-032
1.000	118-315
0.618	118-292
HIGH	118-255
0.618	118-232
0.500	118-225
0.382	118-218
LOW	118-195
0.618	118-158
1.000	118-135
1.618	118-098
2.618	118-038
4.250	117-260

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	118-245	118-253
PP	118-235	118-250
S1	118-225	118-248

Download as Excel Spreadsheet

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

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