ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	118-210	118-245	0-035	0.1%	118-230
High	118-255	118-262	0-007	0.0%	119-062
Low	118-195	118-215	0-020	0.1%	118-195
Close	118-255	118-245	-0-010	0.0%	118-275
Range	0-060	0-047	-0-013	-20.9%	0-187
ATR	0-081	0-078	-0-002	-2.9%	0-000
Volume	3,909	2,318	-1,591	-40.7%	39,738

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-063	119-042	118-271
R3	119-016	118-314	118-258
R2	118-288	118-288	118-254
R1	118-267	118-267	118-249	118-269
PP	118-241	118-241	118-241	118-242
S1	118-219	118-219	118-241	118-221
S2	118-193	118-193	118-236
S3	118-146	118-172	118-232
S4	118-098	118-124	118-219

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	119-000	118-195	0-125	0.3%	0-074	0.2%	40%	False	False	3,333
10	119-062	118-195	0-187	0.5%	0-077	0.2%	27%	False	False	14,767
20	119-062	118-127	0-255	0.7%	0-072	0.2%	46%	False	False	333,941
40	119-062	117-253	1-130	1.2%	0-079	0.2%	69%	False	False	553,511
60	119-062	117-147	1-235	1.5%	0-090	0.2%	75%	False	False	607,851
80	119-062	116-155	2-227	2.3%	0-093	0.2%	84%	False	False	648,383
100	119-062	116-155	2-227	2.3%	0-094	0.2%	84%	False	False	582,243
120	119-062	116-155	2-227	2.3%	0-095	0.2%	84%	False	False	486,009

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	0-017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-144
2.618	119-067
1.618	119-019
1.000	118-310
0.618	118-292
HIGH	118-262
0.618	118-244
0.500	118-239
0.382	118-233
LOW	118-215
0.618	118-186
1.000	118-168
1.618	118-138
2.618	118-091
4.250	118-013

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	118-243	118-248
PP	118-241	118-247
S1	118-239	118-246

Download as Excel Spreadsheet

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

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