ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 17-Jul-2017

Day Change Summary
	Previous	Current
	14-Jul-2017	17-Jul-2017	Change	Change %	Previous Week
Open	117-262	117-302	0-040	0.1%	117-170
High	118-060	118-018	-0-042	-0.1%	118-060
Low	117-247	117-295	0-048	0.1%	117-162
Close	117-313	118-005	0-012	0.0%	117-313
Range	0-133	0-042	-0-090	-67.9%	0-218
ATR	0-086	0-083	-0-003	-3.6%	0-000
Volume	784,443	420,851	-363,592	-46.4%	3,192,206

Daily Pivots for day following 17-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-127	118-108	118-028
R3	118-084	118-066	118-017
R2	118-042	118-042	118-013
R1	118-023	118-023	118-009	118-032
PP	117-319	117-319	117-319	118-004
S1	117-301	117-301	118-001	117-310
S2	117-277	117-277	117-317
S3	117-234	117-258	117-313
S4	117-192	117-216	117-302

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-298	119-203	118-112
R3	119-080	118-305	118-052
R2	118-183	118-183	118-032
R1	118-088	118-088	118-012	118-135
PP	117-285	117-285	117-285	117-309
S1	117-190	117-190	117-293	117-238
S2	117-067	117-067	117-273
S3	116-170	116-293	117-253
S4	115-272	116-075	117-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-060	117-162	0-218	0.6%	0-087	0.2%	75%	False	False	631,772
10	118-060	117-133	0-247	0.7%	0-085	0.2%	78%	False	False	634,829
20	118-150	117-133	1-018	0.9%	0-081	0.2%	57%	False	False	671,978
40	118-247	117-133	1-115	1.2%	0-078	0.2%	44%	False	False	730,389
60	118-247	117-067	1-180	1.3%	0-080	0.2%	52%	False	False	492,696
80	118-247	116-295	1-272	1.6%	0-076	0.2%	59%	False	False	369,600

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	118-198
2.618	118-129
1.618	118-086
1.000	118-060
0.618	118-044
HIGH	118-018
0.618	118-001
0.500	117-316
0.382	117-311
LOW	117-295
0.618	117-269
1.000	117-253
1.618	117-226
2.618	117-184
4.250	117-114

Fisher Pivots for day following 17-Jul-2017
Pivot	1 day	3 day
R1	118-002	117-319
PP	117-319	117-313
S1	117-316	117-308

Download as Excel Spreadsheet

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

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