ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	117-218	117-280	0-062	0.2%	117-265
High	118-015	117-305	-0-030	-0.1%	117-285
Low	117-213	117-235	0-022	0.1%	117-133
Close	117-280	117-265	-0-015	0.0%	117-158
Range	0-122	0-070	-0-053	-42.9%	0-152
ATR	0-084	0-083	-0-001	-1.2%	0-000
Volume	852,840	570,576	-282,264	-33.1%	2,735,236

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-158	118-122	117-303
R3	118-088	118-052	117-284
R2	118-018	118-018	117-278
R1	117-302	117-302	117-271	117-285
PP	117-268	117-268	117-268	117-260
S1	117-232	117-232	117-259	117-215
S2	117-198	117-198	117-252
S3	117-128	117-162	117-246
S4	117-058	117-092	117-227

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-009	118-236	117-241
R3	118-177	118-083	117-199
R2	118-024	118-024	117-185
R1	117-251	117-251	117-171	117-221
PP	117-192	117-192	117-192	117-177
S1	117-098	117-098	117-144	117-069
S2	117-039	117-039	117-130
S3	116-207	116-266	117-116
S4	116-054	116-113	117-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-015	117-150	0-185	0.5%	0-075	0.2%	62%	False	False	611,332
10	118-060	117-133	0-247	0.7%	0-088	0.2%	54%	False	False	699,106
20	118-182	117-133	1-050	1.0%	0-081	0.2%	36%	False	False	682,932
40	118-247	117-133	1-115	1.2%	0-081	0.2%	30%	False	False	704,745
60	118-247	117-067	1-180	1.3%	0-080	0.2%	40%	False	False	472,649
80	118-247	116-282	1-285	1.6%	0-074	0.2%	50%	False	False	354,534

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-282
2.618	118-168
1.618	118-098
1.000	118-055
0.618	118-028
HIGH	117-305
0.618	117-278
0.500	117-270
0.382	117-262
LOW	117-235
0.618	117-192
1.000	117-165
1.618	117-122
2.618	117-052
4.250	116-258

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	117-270	117-260
PP	117-268	117-254
S1	117-267	117-249

Download as Excel Spreadsheet

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

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