ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 19-May-2017

Day Change Summary
	Previous	Current
	18-May-2017	19-May-2017	Change	Change %	Previous Week
Open	118-087	118-047	-0-040	-0.1%	117-253
High	118-145	118-060	-0-085	-0.2%	118-145
Low	118-033	118-010	-0-022	-0.1%	117-205
Close	118-053	118-033	-0-020	-0.1%	118-033
Range	0-112	0-050	-0-062	-55.6%	0-260
ATR	0-091	0-088	-0-003	-3.2%	0-000
Volume	98,973	109,580	10,607	10.7%	362,816

Daily Pivots for day following 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-184	118-158	118-060
R3	118-134	118-108	118-046
R2	118-084	118-084	118-042
R1	118-058	118-058	118-037	118-046
PP	118-034	118-034	118-034	118-028
S1	118-008	118-008	118-028	117-316
S2	117-304	117-304	118-023
S3	117-254	117-278	118-019
S4	117-204	117-228	118-005

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-161	120-037	118-176
R3	119-221	119-097	118-104
R2	118-281	118-281	118-080
R1	118-157	118-157	118-056	118-219
PP	118-021	118-021	118-021	118-052
S1	117-217	117-217	118-009	117-279
S2	117-081	117-081	117-305
S3	116-141	116-277	117-281
S4	115-201	116-017	117-210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-145	117-205	0-260	0.7%	0-090	0.2%	57%	False	False	72,563
10	118-145	117-067	1-078	1.1%	0-081	0.2%	72%	False	False	43,269
20	118-145	117-067	1-078	1.1%	0-083	0.2%	72%	False	False	22,698
40	118-145	116-295	1-170	1.3%	0-075	0.2%	77%	False	False	11,552

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-272
2.618	118-191
1.618	118-141
1.000	118-110
0.618	118-091
HIGH	118-060
0.618	118-041
0.500	118-035
0.382	118-029
LOW	118-010
0.618	117-299
1.000	117-280
1.618	117-249
2.618	117-199
4.250	117-118

Fisher Pivots for day following 19-May-2017
Pivot	1 day	3 day
R1	118-035	118-035
PP	118-034	118-034
S1	118-033	118-033

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

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