ECBOT 5 Year T-Note Future December 2017

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

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	117-262	117-275	0-013	0.0%	117-318
High	117-305	118-025	0-040	0.1%	117-318
Low	117-258	117-270	0-013	0.0%	117-160
Close	117-280	118-005	0-045	0.1%	117-265
Range	0-047	0-075	0-027	57.9%	0-158
ATR	0-063	0-064	0-001	1.4%	0-000
Volume	1,410	6,005	4,595	325.9%	5,043

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-218	118-187	118-046
R3	118-143	118-112	118-026
R2	118-068	118-068	118-019
R1	118-037	118-037	118-012	118-052
PP	117-313	117-313	117-313	118-001
S1	117-282	117-282	117-318	117-298
S2	117-238	117-238	117-311
S3	117-163	117-207	117-304
S4	117-088	117-132	117-284

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-080	119-010	118-032
R3	118-243	118-173	117-308
R2	118-085	118-085	117-294
R1	118-015	118-015	117-279	117-291
PP	117-247	117-247	117-247	117-226
S1	117-177	117-177	117-251	117-134
S2	117-090	117-090	117-236
S3	116-252	117-020	117-222
S4	116-095	116-182	117-178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-025	117-195	0-150	0.4%	0-062	0.2%	87%	True	False	2,714
10	118-025	117-160	0-185	0.5%	0-068	0.2%	89%	True	False	1,913
20	118-025	117-035	0-310	0.8%	0-063	0.2%	94%	True	False	1,229
40	118-050	117-033	1-018	0.9%	0-036	0.1%	87%	False	False	708

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-024
2.618	118-221
1.618	118-146
1.000	118-100
0.618	118-071
HIGH	118-025
0.618	117-316
0.500	117-308
0.382	117-299
LOW	117-270
0.618	117-224
1.000	117-195
1.618	117-149
2.618	117-074
4.250	116-271

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	117-319	117-312
PP	117-313	117-299
S1	117-308	117-286

Download as Excel Spreadsheet

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

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