ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 22-Jun-2017

Day Change Summary
	Previous	Current
	21-Jun-2017	22-Jun-2017	Change	Change %	Previous Week
Open	118-245	118-245	0-000	0.0%	118-230
High	118-262	118-275	0-013	0.0%	119-062
Low	118-215	118-238	0-022	0.1%	118-195
Close	118-245	118-253	0-008	0.0%	118-275
Range	0-047	0-038	-0-010	-21.0%	0-187
ATR	0-078	0-076	-0-003	-3.7%	0-000
Volume	2,318	2,722	404	17.4%	39,738

Daily Pivots for day following 22-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-048	119-028	118-273
R3	119-010	118-310	118-263
R2	118-293	118-293	118-259
R1	118-273	118-273	118-256	118-283
PP	118-255	118-255	118-255	118-260
S1	118-235	118-235	118-249	118-245
S2	118-218	118-218	118-246
S3	118-180	118-198	118-242
S4	118-142	118-160	118-232

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	118-300	118-195	0-105	0.3%	0-064	0.2%	55%	False	False	3,048
10	119-062	118-195	0-187	0.5%	0-075	0.2%	31%	False	False	11,129
20	119-062	118-175	0-207	0.5%	0-069	0.2%	37%	False	False	259,813
40	119-062	117-253	1-130	1.2%	0-078	0.2%	71%	False	False	533,709
60	119-062	117-147	1-235	1.5%	0-089	0.2%	77%	False	False	594,664
80	119-062	116-155	2-227	2.3%	0-091	0.2%	85%	False	False	631,514
100	119-062	116-155	2-227	2.3%	0-094	0.2%	85%	False	False	582,245
120	119-062	116-155	2-227	2.3%	0-095	0.3%	85%	False	False	486,032

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	119-114
2.618	119-053
1.618	119-016
1.000	118-313
0.618	118-298
HIGH	118-275
0.618	118-261
0.500	118-256
0.382	118-252
LOW	118-238
0.618	118-214
1.000	118-200
1.618	118-177
2.618	118-139
4.250	118-078

Fisher Pivots for day following 22-Jun-2017
Pivot	1 day	3 day
R1	118-256	118-247
PP	118-255	118-241
S1	118-254	118-235

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

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