ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	118-065	118-162	0-098	0.3%	118-147
High	118-247	118-182	-0-065	-0.2%	118-198
Low	118-060	118-080	0-020	0.1%	118-042
Close	118-150	118-090	-0-060	-0.2%	118-090
Range	0-187	0-102	-0-085	-45.3%	0-155
ATR	0-083	0-084	0-001	1.7%	0-000
Volume	1,537,205	806,942	-730,263	-47.5%	3,164,538

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-105	119-040	118-146
R3	119-002	118-258	118-118
R2	118-220	118-220	118-109
R1	118-155	118-155	118-099	118-136
PP	118-118	118-118	118-118	118-108
S1	118-053	118-053	118-081	118-034
S2	118-015	118-015	118-071
S3	117-233	117-270	118-062
S4	117-130	117-168	118-034

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-255	119-168	118-175
R3	119-100	119-013	118-133
R2	118-265	118-265	118-118
R1	118-178	118-178	118-104	118-144
PP	118-110	118-110	118-110	118-093
S1	118-023	118-023	118-076	117-309
S2	117-275	117-275	118-062
S3	117-120	117-187	118-047
S4	116-285	117-032	118-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-247	118-042	0-205	0.5%	0-098	0.3%	23%	False	False	824,054
10	118-247	118-042	0-205	0.5%	0-087	0.2%	23%	False	False	757,187
20	118-247	117-278	0-290	0.8%	0-078	0.2%	46%	False	False	762,876
40	118-247	117-067	1-180	1.3%	0-080	0.2%	69%	False	False	387,631
60	118-247	116-295	1-272	1.6%	0-073	0.2%	73%	False	False	258,517

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-298
2.618	119-131
1.618	119-028
1.000	118-285
0.618	118-246
HIGH	118-182
0.618	118-143
0.500	118-131
0.382	118-119
LOW	118-080
0.618	118-017
1.000	117-298
1.618	117-234
2.618	117-132
4.250	116-284

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	118-131	118-146
PP	118-118	118-127
S1	118-104	118-109

Download as Excel Spreadsheet

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

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