ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 03-Jul-2017

Day Change Summary
	Previous	Current
	30-Jun-2017	03-Jul-2017	Change	Change %	Previous Week
Open	118-002	117-265	-0-058	-0.2%	118-115
High	118-027	117-285	-0-062	-0.2%	118-140
Low	117-253	117-173	-0-080	-0.2%	117-253
Close	117-267	117-193	-0-075	-0.2%	117-267
Range	0-095	0-112	0-018	18.4%	0-207
ATR	0-081	0-083	0-002	2.8%	0-000
Volume	977,602	457,129	-520,473	-53.2%	4,216,128

Daily Pivots for day following 03-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-234	118-166	117-254
R3	118-122	118-053	117-223
R2	118-009	118-009	117-213
R1	117-261	117-261	117-203	117-239
PP	117-217	117-217	117-217	117-206
S1	117-148	117-148	117-182	117-126
S2	117-104	117-104	117-172
S3	116-312	117-036	117-162
S4	116-199	116-243	117-131

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	118-135	117-173	0-282	0.8%	0-102	0.3%	7%	False	True	833,849
10	118-140	117-173	0-287	0.8%	0-077	0.2%	7%	False	True	685,093
20	118-247	117-173	1-075	1.0%	0-083	0.2%	5%	False	True	713,615
40	118-247	117-067	1-180	1.3%	0-079	0.2%	25%	False	False	591,188
60	118-247	117-053	1-195	1.4%	0-084	0.2%	27%	False	False	394,613
80	118-247	116-002	2-245	2.4%	0-068	0.2%	58%	False	False	295,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-123
2.618	118-259
1.618	118-147
1.000	118-077
0.618	118-035
HIGH	117-285
0.618	117-242
0.500	117-229
0.382	117-215
LOW	117-173
0.618	117-103
1.000	117-060
1.618	116-311
2.618	116-198
4.250	116-014

Fisher Pivots for day following 03-Jul-2017
Pivot	1 day	3 day
R1	117-229	117-276
PP	117-217	117-248
S1	117-205	117-220

Download as Excel Spreadsheet

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

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