ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	118-047	118-040	-0-007	0.0%	117-253
High	118-060	118-050	-0-010	0.0%	118-145
Low	118-010	118-005	-0-005	0.0%	117-205
Close	118-033	118-030	-0-002	0.0%	118-033
Range	0-050	0-045	-0-005	-9.9%	0-260
ATR	0-088	0-085	-0-003	-3.5%	0-000
Volume	109,580	278,049	168,469	153.7%	362,816

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-163	118-142	118-055
R3	118-118	118-097	118-042
R2	118-073	118-073	118-038
R1	118-052	118-052	118-034	118-040
PP	118-028	118-028	118-028	118-023
S1	118-007	118-007	118-026	117-315
S2	117-303	117-303	118-022
S3	117-258	117-282	118-018
S4	117-213	117-237	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%	0-091	0.2%	56%	False	False	123,814
10	118-145	117-067	1-078	1.1%	0-077	0.2%	71%	False	False	70,346
20	118-145	117-067	1-078	1.1%	0-078	0.2%	71%	False	False	36,520
40	118-145	116-295	1-170	1.3%	0-076	0.2%	77%	False	False	18,503

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-241
2.618	118-168
1.618	118-123
1.000	118-095
0.618	118-078
HIGH	118-050
0.618	118-033
0.500	118-028
0.382	118-022
LOW	118-005
0.618	117-297
1.000	117-280
1.618	117-252
2.618	117-207
4.250	117-134

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	118-029	118-075
PP	118-028	118-060
S1	118-028	118-045

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

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