ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 23-Jun-2017

Day Change Summary
	Previous	Current
	22-Jun-2017	23-Jun-2017	Change	Change %	Previous Week
Open	118-245	118-260	0-015	0.0%	118-278
High	118-275	118-270	-0-005	0.0%	118-300
Low	118-238	118-240	0-002	0.0%	118-195
Close	118-253	118-262	0-010	0.0%	118-262
Range	0-038	0-030	-0-007	-20.0%	0-105
ATR	0-076	0-072	-0-003	-4.3%	0-000
Volume	2,722	1,873	-849	-31.2%	14,650

Daily Pivots for day following 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-028	119-015	118-279
R3	118-318	118-305	118-271
R2	118-288	118-288	118-268
R1	118-275	118-275	118-265	118-281
PP	118-258	118-258	118-258	118-261
S1	118-245	118-245	118-260	118-251
S2	118-227	118-227	118-257
S3	118-197	118-215	118-254
S4	118-167	118-185	118-246

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-247	119-200	119-000
R3	119-142	119-095	118-291
R2	119-037	119-037	118-282
R1	118-310	118-310	118-272	118-281
PP	118-253	118-253	118-253	118-238
S1	118-205	118-205	118-253	118-176
S2	118-148	118-148	118-243
S3	118-043	118-100	118-234
S4	117-258	117-315	118-205

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%	0-055	0.1%	64%	False	False	2,930
10	119-062	118-195	0-187	0.5%	0-068	0.2%	36%	False	False	5,438
20	119-062	118-175	0-207	0.5%	0-068	0.2%	42%	False	False	163,753
40	119-062	117-253	1-130	1.2%	0-077	0.2%	73%	False	False	517,841
60	119-062	117-158	1-225	1.4%	0-088	0.2%	78%	False	False	584,797
80	119-062	116-155	2-227	2.3%	0-090	0.2%	86%	False	False	617,126
100	119-062	116-155	2-227	2.3%	0-093	0.2%	86%	False	False	582,126
120	119-062	116-155	2-227	2.3%	0-095	0.3%	86%	False	False	486,048

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-078
2.618	119-029
1.618	118-319
1.000	118-300
0.618	118-289
HIGH	118-270
0.618	118-259
0.500	118-255
0.382	118-251
LOW	118-240
0.618	118-221
1.000	118-210
1.618	118-191
2.618	118-161
4.250	118-112

Fisher Pivots for day following 23-Jun-2017
Pivot	1 day	3 day
R1	118-260	118-257
PP	118-258	118-251
S1	118-255	118-245

Download as Excel Spreadsheet

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

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