ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 23-Jun-2017

Day Change Summary
	Previous	Current
	22-Jun-2017	23-Jun-2017	Change	Change %	Previous Week
Open	118-087	118-107	0-020	0.1%	118-133
High	118-135	118-122	-0-013	0.0%	118-150
Low	118-087	118-090	0-003	0.0%	118-038
Close	118-107	118-115	0-008	0.0%	118-115
Range	0-048	0-032	-0-015	-31.6%	0-113
ATR	0-079	0-076	-0-003	-4.2%	0-000
Volume	487,456	410,446	-77,010	-15.8%	2,875,152

Daily Pivots for day following 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-207	118-193	118-133
R3	118-174	118-161	118-124
R2	118-142	118-142	118-121
R1	118-128	118-128	118-118	118-135
PP	118-109	118-109	118-109	118-113
S1	118-096	118-096	118-112	118-103
S2	118-077	118-077	118-109
S3	118-044	118-063	118-106
S4	118-012	118-031	118-097

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-118	119-069	118-177
R3	119-006	118-277	118-146
R2	118-213	118-213	118-136
R1	118-164	118-164	118-125	118-133
PP	118-101	118-101	118-101	118-085
S1	118-052	118-052	118-105	118-020
S2	117-308	117-308	118-094
S3	117-196	117-259	118-084
S4	117-083	117-147	118-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-150	118-038	0-113	0.3%	0-062	0.2%	69%	False	False	575,030
10	118-247	118-038	0-210	0.6%	0-077	0.2%	37%	False	False	699,173
20	118-247	118-010	0-237	0.6%	0-075	0.2%	44%	False	False	747,968
40	118-247	117-067	1-180	1.3%	0-076	0.2%	74%	False	False	474,753
60	118-247	116-295	1-272	1.6%	0-080	0.2%	78%	False	False	316,727
80	118-247	116-002	2-245	2.3%	0-060	0.2%	85%	False	False	237,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	118-261
2.618	118-208
1.618	118-175
1.000	118-155
0.618	118-143
HIGH	118-122
0.618	118-110
0.500	118-106
0.382	118-102
LOW	118-090
0.618	118-070
1.000	118-058
1.618	118-037
2.618	118-005
4.250	117-272

Fisher Pivots for day following 23-Jun-2017
Pivot	1 day	3 day
R1	118-112	118-110
PP	118-109	118-104
S1	118-106	118-099

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

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