ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 21-Jul-2017

Day Change Summary
	Previous	Current
	20-Jul-2017	21-Jul-2017	Change	Change %	Previous Week
Open	118-035	118-042	0-007	0.0%	117-302
High	118-080	118-098	0-018	0.0%	118-098
Low	118-030	118-038	0-007	0.0%	117-295
Close	118-045	118-082	0-038	0.1%	118-082
Range	0-050	0-060	0-010	20.0%	0-122
ATR	0-077	0-076	-0-001	-1.6%	0-000
Volume	607,650	498,362	-109,288	-18.0%	2,710,361

Daily Pivots for day following 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-253	118-227	118-115
R3	118-193	118-167	118-099
R2	118-133	118-133	118-093
R1	118-107	118-107	118-088	118-120
PP	118-073	118-073	118-073	118-079
S1	118-047	118-047	118-077	118-060
S2	118-013	118-013	118-071
S3	117-273	117-307	118-066
S4	117-213	117-247	118-049

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-099	119-053	118-150
R3	118-297	118-251	118-116
R2	118-174	118-174	118-105
R1	118-128	118-128	118-094	118-151
PP	118-052	118-052	118-052	118-063
S1	118-006	118-006	118-071	118-029
S2	117-249	117-249	118-060
S3	117-127	117-203	118-049
S4	117-004	117-081	118-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-098	117-295	0-122	0.3%	0-053	0.1%	88%	True	False	542,072
10	118-098	117-162	0-255	0.7%	0-071	0.2%	94%	True	False	590,256
20	118-140	117-133	1-007	0.9%	0-078	0.2%	82%	False	False	663,218
40	118-247	117-133	1-115	1.1%	0-077	0.2%	62%	False	False	732,145
60	118-247	117-067	1-180	1.3%	0-077	0.2%	67%	False	False	530,765
80	118-247	116-295	1-272	1.6%	0-079	0.2%	72%	False	False	398,219
100	118-247	116-002	2-245	2.3%	0-064	0.2%	81%	False	False	318,575

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	0-011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-033
2.618	118-255
1.618	118-195
1.000	118-158
0.618	118-135
HIGH	118-098
0.618	118-075
0.500	118-068
0.382	118-060
LOW	118-038
0.618	118-000
1.000	117-298
1.618	117-260
2.618	117-200
4.250	117-103

Fisher Pivots for day following 21-Jul-2017
Pivot	1 day	3 day
R1	118-077	118-075
PP	118-073	118-067
S1	118-068	118-060

Download as Excel Spreadsheet

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

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