ECBOT 5 Year T-Note Future December 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	117-167	117-060	-0-107	-0.3%	118-022
High	117-167	117-078	-0-090	-0.2%	118-022
Low	117-162	117-060	-0-102	-0.3%	117-162
Close	117-167	117-073	-0-095	-0.3%	117-167
Range	0-005	0-018	0-013	250.6%	0-180
ATR	0-039	0-044	0-005	12.4%	0-000
Volume	0	2	2		295

Daily Pivots for day following 03-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-123	117-115	117-082
R3	117-105	117-098	117-077
R2	117-088	117-088	117-076
R1	117-080	117-080	117-074	117-084
PP	117-070	117-070	117-070	117-072
S1	117-063	117-063	117-071	117-066
S2	117-053	117-053	117-069
S3	117-035	117-045	117-068
S4	117-017	117-027	117-063

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-124	119-006	117-266
R3	118-264	118-146	117-217
R2	118-084	118-084	117-200
R1	117-286	117-286	117-184	117-255
PP	117-224	117-224	117-224	117-209
S1	117-106	117-106	117-151	117-075
S2	117-044	117-044	117-134
S3	116-184	116-246	117-118
S4	116-004	116-066	117-068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-278	117-060	0-218	0.6%	0-013	0.0%	6%	False	True	40
10	118-022	117-060	0-282	0.8%	0-006	0.0%	4%	False	True	29
20	118-067	117-060	1-007	0.9%	0-003	0.0%	4%	False	True	14

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	0-000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-152
2.618	117-123
1.618	117-106
1.000	117-095
0.618	117-088
HIGH	117-078
0.618	117-071
0.500	117-069
0.382	117-067
LOW	117-060
0.618	117-049
1.000	117-042
1.618	117-032
2.618	117-014
4.250	116-306

Fisher Pivots for day following 03-Jul-2017
Pivot	1 day	3 day
R1	117-071	117-141
PP	117-070	117-118
S1	117-069	117-095

Download as Excel Spreadsheet

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

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