ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 06-Jul-2017

Day Change Summary
	Previous	Current
	05-Jul-2017	06-Jul-2017	Change	Change %	Previous Week
Open	117-198	117-218	0-020	0.1%	118-115
High	117-258	117-230	-0-027	-0.1%	118-140
Low	117-167	117-133	-0-035	-0.1%	117-253
Close	117-200	117-178	-0-022	-0.1%	117-267
Range	0-090	0-098	0-007	8.3%	0-207
ATR	0-084	0-085	0-001	1.2%	0-000
Volume	837,551	791,656	-45,895	-5.5%	4,216,128

Daily Pivots for day following 06-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-153	118-103	117-231
R3	118-055	118-005	117-204
R2	117-278	117-278	117-195
R1	117-228	117-228	117-186	117-204
PP	117-180	117-180	117-180	117-168
S1	117-130	117-130	117-169	117-106
S2	117-083	117-083	117-160
S3	116-305	117-033	117-151
S4	116-207	116-255	117-124

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	118-060	117-133	0-247	0.7%	0-101	0.3%	18%	False	True	786,880
10	118-140	117-133	1-007	0.9%	0-084	0.2%	14%	False	True	720,036
20	118-247	117-133	1-115	1.2%	0-085	0.2%	10%	False	True	729,282
40	118-247	117-067	1-180	1.3%	0-081	0.2%	22%	False	False	631,474
60	118-247	117-067	1-180	1.3%	0-083	0.2%	22%	False	False	421,766
80	118-247	116-013	2-235	2.3%	0-070	0.2%	55%	False	False	316,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-004
2.618	118-165
1.618	118-068
1.000	118-008
0.618	117-290
HIGH	117-230
0.618	117-193
0.500	117-181
0.382	117-170
LOW	117-133
0.618	117-072
1.000	117-035
1.618	116-295
2.618	116-197
4.250	116-038

Fisher Pivots for day following 06-Jul-2017
Pivot	1 day	3 day
R1	117-181	117-209
PP	117-180	117-198
S1	117-179	117-188

Download as Excel Spreadsheet

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

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