ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	118-260	118-253	-0-007	0.0%	118-278
High	118-270	118-290	0-020	0.1%	118-300
Low	118-240	118-245	0-005	0.0%	118-195
Close	118-262	118-273	0-010	0.0%	118-262
Range	0-030	0-045	0-015	50.0%	0-105
ATR	0-072	0-070	-0-002	-2.7%	0-000
Volume	1,873	4,138	2,265	120.9%	14,650

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-084	119-063	118-297
R3	119-039	119-018	118-285
R2	118-314	118-314	118-281
R1	118-293	118-293	118-277	118-304
PP	118-269	118-269	118-269	118-274
S1	118-248	118-248	118-268	118-259
S2	118-224	118-224	118-264
S3	118-179	118-203	118-260
S4	118-134	118-158	118-248

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	118-290	118-195	0-095	0.2%	0-044	0.1%	82%	True	False	2,992
10	119-062	118-195	0-187	0.5%	0-068	0.2%	41%	False	False	5,248
20	119-062	118-175	0-207	0.5%	0-068	0.2%	47%	False	False	102,024
40	119-062	117-253	1-130	1.2%	0-076	0.2%	76%	False	False	495,136
60	119-062	117-162	1-220	1.4%	0-087	0.2%	80%	False	False	573,440
80	119-062	116-155	2-227	2.3%	0-089	0.2%	87%	False	False	604,643
100	119-062	116-155	2-227	2.3%	0-093	0.2%	87%	False	False	581,923
120	119-062	116-155	2-227	2.3%	0-095	0.3%	87%	False	False	486,082

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-161
2.618	119-088
1.618	119-043
1.000	119-015
0.618	118-318
HIGH	118-290
0.618	118-273
0.500	118-268
0.382	118-262
LOW	118-245
0.618	118-217
1.000	118-200
1.618	118-172
2.618	118-127
4.250	118-054

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	118-271	118-270
PP	118-269	118-267
S1	118-268	118-264

Download as Excel Spreadsheet

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

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