ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	118-055	118-090	0-035	0.1%	118-085
High	118-107	118-115	0-008	0.0%	118-247
Low	118-038	118-062	0-025	0.1%	118-045
Close	118-107	118-095	-0-012	0.0%	118-125
Range	0-070	0-053	-0-017	-25.0%	0-202
ATR	0-084	0-082	-0-002	-2.7%	0-000
Volume	650,349	629,427	-20,922	-3.2%	4,116,586

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-248	118-224	118-124
R3	118-196	118-172	118-109
R2	118-143	118-143	118-105
R1	118-119	118-119	118-100	118-131
PP	118-091	118-091	118-091	118-097
S1	118-067	118-067	118-090	118-079
S2	118-038	118-038	118-085
S3	117-306	118-014	118-081
S4	117-253	117-282	118-066

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-107	119-318	118-236
R3	119-224	119-116	118-181
R2	119-022	119-022	118-162
R1	118-233	118-233	118-144	118-287
PP	118-139	118-139	118-139	118-166
S1	118-031	118-031	118-106	118-085
S2	117-257	117-257	118-088
S3	117-054	117-148	118-069
S4	116-172	116-266	118-014

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-182	118-038	0-145	0.4%	0-082	0.2%	40%	False	False	680,324
10	118-247	118-038	0-210	0.6%	0-086	0.2%	27%	False	False	738,528
20	118-247	117-278	0-290	0.8%	0-078	0.2%	47%	False	False	818,540
40	118-247	117-067	1-180	1.3%	0-078	0.2%	70%	False	False	452,384
60	118-247	116-295	1-272	1.6%	0-078	0.2%	74%	False	False	301,762
80	118-247	116-002	2-245	2.3%	0-059	0.2%	83%	False	False	226,321

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	0-017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-018
2.618	118-252
1.618	118-200
1.000	118-168
0.618	118-147
HIGH	118-115
0.618	118-095
0.500	118-089
0.382	118-083
LOW	118-062
0.618	118-030
1.000	118-010
1.618	117-298
2.618	117-245
4.250	117-159

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	118-093	118-095
PP	118-091	118-094
S1	118-089	118-094

Download as Excel Spreadsheet

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

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