ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	118-082	118-147	0-065	0.2%	118-035
High	118-185	118-158	-0-027	-0.1%	118-185
Low	118-062	118-107	0-045	0.1%	118-010
Close	118-150	118-118	-0-033	-0.1%	118-150
Range	0-122	0-050	-0-072	-59.2%	0-175
ATR	0-081	0-079	-0-002	-2.8%	0-000
Volume	908,177	557,216	-350,961	-38.6%	3,796,004

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-278	118-248	118-145
R3	118-228	118-198	118-131
R2	118-178	118-178	118-127
R1	118-148	118-148	118-122	118-138
PP	118-127	118-127	118-127	118-122
S1	118-097	118-097	118-113	118-087
S2	118-077	118-077	118-108
S3	118-027	118-047	118-104
S4	117-297	117-317	118-090

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-000	119-250	118-246
R3	119-145	119-075	118-198
R2	118-290	118-290	118-182
R1	118-220	118-220	118-166	118-255
PP	118-115	118-115	118-115	118-133
S1	118-045	118-045	118-134	118-080
S2	117-260	117-260	118-118
S3	117-085	117-190	118-102
S4	116-230	117-015	118-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-185	118-010	0-175	0.5%	0-073	0.2%	61%	False	False	870,644
10	118-185	117-278	0-227	0.6%	0-070	0.2%	70%	False	False	894,250
20	118-185	117-067	1-118	1.2%	0-075	0.2%	85%	False	False	468,760
40	118-185	117-053	1-132	1.2%	0-085	0.2%	85%	False	False	235,112
60	118-185	116-002	2-182	2.2%	0-063	0.2%	92%	False	False	156,743

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-050
2.618	118-288
1.618	118-238
1.000	118-208
0.618	118-188
HIGH	118-158
0.618	118-138
0.500	118-132
0.382	118-127
LOW	118-107
0.618	118-077
1.000	118-057
1.618	118-027
2.618	117-297
4.250	117-215

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	118-132	118-115
PP	118-127	118-113
S1	118-123	118-110

Download as Excel Spreadsheet

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

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