ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 29-Jun-2017

Day Change Summary
	Previous	Current
	28-Jun-2017	29-Jun-2017	Change	Change %	Previous Week
Open	118-165	118-160	-0-005	0.0%	118-278
High	118-220	118-182	-0-038	-0.1%	118-300
Low	118-165	118-122	-0-042	-0.1%	118-195
Close	118-220	118-170	-0-050	-0.1%	118-262
Range	0-055	0-060	0-005	9.1%	0-105
ATR	0-072	0-074	0-002	2.6%	0-000
Volume	3,799	1,610	-2,189	-57.6%	14,650

Daily Pivots for day following 29-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-018	118-314	118-203
R3	118-278	118-254	118-187
R2	118-218	118-218	118-181
R1	118-194	118-194	118-176	118-206
PP	118-158	118-158	118-158	118-164
S1	118-134	118-134	118-165	118-146
S2	118-098	118-098	118-159
S3	118-038	118-074	118-154
S4	117-298	118-014	118-137

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	118-122	0-168	0.4%	0-060	0.2%	28%	False	True	3,548
10	118-300	118-122	0-178	0.5%	0-062	0.2%	27%	False	True	3,298
20	119-062	118-122	0-260	0.7%	0-070	0.2%	18%	False	True	17,981
40	119-062	117-253	1-130	1.2%	0-075	0.2%	53%	False	False	448,031
60	119-062	117-225	1-158	1.3%	0-086	0.2%	56%	False	False	535,308
80	119-062	116-155	2-227	2.3%	0-089	0.2%	76%	False	False	579,730
100	119-062	116-155	2-227	2.3%	0-092	0.2%	76%	False	False	581,337
120	119-062	116-155	2-227	2.3%	0-094	0.2%	76%	False	False	486,178

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-117
2.618	119-020
1.618	118-280
1.000	118-242
0.618	118-220
HIGH	118-182
0.618	118-160
0.500	118-152
0.382	118-145
LOW	118-122
0.618	118-085
1.000	118-062
1.618	118-025
2.618	117-285
4.250	117-187

Fisher Pivots for day following 29-Jun-2017
Pivot	1 day	3 day
R1	118-164	118-206
PP	118-158	118-194
S1	118-152	118-182

Download as Excel Spreadsheet

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

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