ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	117-265	117-198	-0-067	-0.2%	118-115
High	117-285	117-258	-0-027	-0.1%	118-140
Low	117-173	117-167	-0-005	0.0%	117-253
Close	117-193	117-200	0-007	0.0%	117-267
Range	0-112	0-090	-0-022	-20.0%	0-207
ATR	0-083	0-084	0-000	0.6%	0-000
Volume	457,129	837,551	380,422	83.2%	4,216,128

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-158	118-109	117-250
R3	118-068	118-019	117-225
R2	117-298	117-298	117-217
R1	117-249	117-249	117-208	117-274
PP	117-208	117-208	117-208	117-221
S1	117-159	117-159	117-192	117-184
S2	117-118	117-118	117-183
S3	117-028	117-069	117-175
S4	116-258	116-299	117-150

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	118-067	117-167	0-220	0.6%	0-097	0.3%	15%	False	True	812,871
10	118-140	117-167	0-293	0.8%	0-079	0.2%	11%	False	True	703,813
20	118-247	117-167	1-080	1.1%	0-083	0.2%	8%	False	True	720,930
40	118-247	117-067	1-180	1.3%	0-079	0.2%	27%	False	False	611,944
60	118-247	117-053	1-195	1.4%	0-083	0.2%	29%	False	False	408,572
80	118-247	116-002	2-245	2.4%	0-069	0.2%	58%	False	False	306,430

Crabel Price Patterns
NR	True
NR4	True
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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-000
2.618	118-173
1.618	118-083
1.000	118-028
0.618	117-313
HIGH	117-258
0.618	117-223
0.500	117-212
0.382	117-202
LOW	117-167
0.618	117-112
1.000	117-077
1.618	117-022
2.618	116-252
4.250	116-105

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	117-212	117-257
PP	117-208	117-238
S1	117-204	117-219

Download as Excel Spreadsheet

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

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