ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	118-160	118-165	0-005	0.0%	118-253
High	118-182	118-193	0-010	0.0%	118-290
Low	118-122	118-155	0-033	0.1%	118-122
Close	118-170	118-165	-0-005	0.0%	118-165
Range	0-060	0-038	-0-022	-37.5%	0-168
ATR	0-074	0-071	-0-003	-3.5%	0-000
Volume	1,610	2,189	579	36.0%	18,060

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-283	118-262	118-186
R3	118-246	118-224	118-175
R2	118-208	118-208	118-172
R1	118-187	118-187	118-168	118-184
PP	118-171	118-171	118-171	118-169
S1	118-149	118-149	118-162	118-146
S2	118-133	118-133	118-158
S3	118-096	118-112	118-155
S4	118-058	118-074	118-144

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-055	119-278	118-257
R3	119-208	119-110	118-211
R2	119-040	119-040	118-196
R1	118-263	118-263	118-180	118-228
PP	118-193	118-193	118-193	118-175
S1	118-095	118-095	118-150	118-060
S2	118-025	118-025	118-134
S3	117-177	117-247	118-119
S4	117-010	117-080	118-073

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%	0-061	0.2%	25%	False	False	3,612
10	118-300	118-122	0-178	0.5%	0-058	0.2%	24%	False	False	3,271
20	119-062	118-122	0-260	0.7%	0-067	0.2%	16%	False	False	15,398
40	119-062	117-253	1-130	1.2%	0-074	0.2%	52%	False	False	428,541
60	119-062	117-225	1-158	1.3%	0-084	0.2%	54%	False	False	519,679
80	119-062	116-155	2-227	2.3%	0-088	0.2%	75%	False	False	568,585
100	119-062	116-155	2-227	2.3%	0-091	0.2%	75%	False	False	580,829
120	119-062	116-155	2-227	2.3%	0-093	0.2%	75%	False	False	486,196

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	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-032
2.618	118-291
1.618	118-253
1.000	118-230
0.618	118-216
HIGH	118-193
0.618	118-178
0.500	118-174
0.382	118-169
LOW	118-155
0.618	118-132
1.000	118-118
1.618	118-094
2.618	118-057
4.250	117-316

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	118-174	118-171
PP	118-171	118-169
S1	118-168	118-167

Download as Excel Spreadsheet

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

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