ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 18-May-2017

Day Change Summary
	Previous	Current
	17-May-2017	18-May-2017	Change	Change %	Previous Week
Open	117-250	118-087	0-157	0.4%	117-178
High	118-095	118-145	0-050	0.1%	117-253
Low	117-245	118-033	0-108	0.3%	117-067
Close	118-087	118-053	-0-035	-0.1%	117-235
Range	0-170	0-112	-0-058	-33.8%	0-185
ATR	0-090	0-091	0-002	1.8%	0-000
Volume	80,575	98,973	18,398	22.8%	69,881

Daily Pivots for day following 18-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-094	119-026	118-114
R3	118-302	118-233	118-083
R2	118-189	118-189	118-073
R1	118-121	118-121	118-063	118-099
PP	118-077	118-077	118-077	118-066
S1	118-008	118-008	118-042	117-306
S2	117-284	117-284	118-032
S3	117-172	117-216	118-022
S4	117-059	117-103	117-311

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-100	119-033	118-017
R3	118-235	118-168	117-286
R2	118-050	118-050	117-269
R1	117-303	117-303	117-252	118-016
PP	117-185	117-185	117-185	117-202
S1	117-117	117-117	117-218	117-151
S2	117-000	117-000	117-201
S3	116-135	116-252	117-184
S4	115-270	116-067	117-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-145	117-153	0-312	0.8%	0-100	0.3%	70%	True	False	54,669
10	118-145	117-067	1-078	1.1%	0-083	0.2%	77%	True	False	32,354
20	118-145	117-067	1-078	1.1%	0-084	0.2%	77%	True	False	17,310
40	118-145	116-295	1-170	1.3%	0-074	0.2%	81%	True	False	8,812

Crabel Price Patterns
NR	True
NR4	False
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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-303
2.618	119-119
1.618	119-007
1.000	118-257
0.618	118-215
HIGH	118-145
0.618	118-102
0.500	118-089
0.382	118-075
LOW	118-033
0.618	117-283
1.000	117-240
1.618	117-171
2.618	117-058
4.250	116-194

Fisher Pivots for day following 18-May-2017
Pivot	1 day	3 day
R1	118-089	118-040
PP	118-077	118-027
S1	118-065	118-015

Download as Excel Spreadsheet

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

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