ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	118-053	118-002	-0-050	-0.1%	118-115
High	118-060	118-027	-0-033	-0.1%	118-140
Low	117-270	117-253	-0-018	0.0%	117-253
Close	118-002	117-267	-0-055	-0.1%	117-267
Range	0-110	0-095	-0-015	-13.6%	0-207
ATR	0-080	0-081	0-001	1.3%	0-000
Volume	870,462	977,602	107,140	12.3%	4,216,128

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-254	118-196	118-000
R3	118-159	118-101	117-294
R2	118-064	118-064	117-285
R1	118-006	118-006	117-276	117-307
PP	117-289	117-289	117-289	117-280
S1	117-231	117-231	117-259	117-213
S2	117-194	117-194	117-250
S3	117-099	117-136	117-241
S4	117-004	117-041	117-215

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-309	119-176	118-062
R3	119-102	118-288	118-005
R2	118-214	118-214	117-306
R1	118-081	118-081	117-287	118-044
PP	118-007	118-007	118-007	117-308
S1	117-193	117-193	117-248	117-156
S2	117-119	117-119	117-229
S3	116-232	116-306	117-210
S4	116-024	116-098	117-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-140	117-253	0-207	0.6%	0-091	0.2%	7%	False	True	843,225
10	118-150	117-253	0-218	0.6%	0-076	0.2%	7%	False	True	709,128
20	118-247	117-253	0-315	0.8%	0-079	0.2%	5%	False	True	718,620
40	118-247	117-067	1-180	1.3%	0-078	0.2%	40%	False	False	579,770
60	118-247	117-053	1-195	1.4%	0-083	0.2%	42%	False	False	386,994
80	118-247	116-002	2-245	2.3%	0-066	0.2%	66%	False	False	290,247

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-111
2.618	118-276
1.618	118-181
1.000	118-122
0.618	118-086
HIGH	118-027
0.618	117-311
0.500	117-300
0.382	117-289
LOW	117-253
0.618	117-194
1.000	117-158
1.618	117-099
2.618	117-004
4.250	116-169

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	117-300	118-000
PP	117-289	117-302
S1	117-278	117-285

Download as Excel Spreadsheet

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

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