ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	117-058	117-087	0-030	0.1%	117-060
High	117-107	117-093	-0-015	0.0%	117-122
Low	117-033	117-035	0-002	0.0%	117-033
Close	117-058	117-035	-0-022	-0.1%	117-035
Range	0-075	0-058	-0-017	-23.3%	0-090
ATR	0-047	0-048	0-001	1.6%	0-000
Volume	557	391	-166	-29.8%	3,846

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-227	117-188	117-067
R3	117-169	117-131	117-051
R2	117-112	117-112	117-046
R1	117-073	117-073	117-040	117-064
PP	117-054	117-054	117-054	117-049
S1	117-016	117-016	117-030	117-006
S2	116-317	116-317	117-024
S3	116-259	116-278	117-019
S4	116-202	116-221	117-003

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-013	117-274	117-084
R3	117-243	117-184	117-060
R2	117-153	117-153	117-052
R1	117-094	117-094	117-043	117-079
PP	117-063	117-063	117-063	117-056
S1	117-004	117-004	117-027	116-309
S2	116-293	116-293	117-019
S3	116-203	116-234	117-010
S4	116-113	116-144	116-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-167	117-033	0-135	0.4%	0-041	0.1%	2%	False	False	769
10	118-022	117-033	0-310	0.8%	0-025	0.1%	1%	False	False	414
20	118-050	117-033	1-018	0.9%	0-012	0.0%	1%	False	False	207

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-017
2.618	117-243
1.618	117-186
1.000	117-150
0.618	117-128
HIGH	117-093
0.618	117-071
0.500	117-064
0.382	117-057
LOW	117-035
0.618	116-319
1.000	116-298
1.618	116-262
2.618	116-204
4.250	116-111

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	117-064	117-078
PP	117-054	117-063
S1	117-045	117-049

Download as Excel Spreadsheet

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

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