ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	118-042	118-080	0-038	0.1%	117-302
High	118-098	118-095	-0-002	0.0%	118-098
Low	118-038	118-035	-0-002	0.0%	117-295
Close	118-082	118-050	-0-032	-0.1%	118-082
Range	0-060	0-060	0-000	0.0%	0-122
ATR	0-076	0-075	-0-001	-1.5%	0-000
Volume	498,362	402,565	-95,797	-19.2%	2,710,361

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-240	118-205	118-083
R3	118-180	118-145	118-067
R2	118-120	118-120	118-061
R1	118-085	118-085	118-056	118-073
PP	118-060	118-060	118-060	118-054
S1	118-025	118-025	118-045	118-013
S2	118-000	118-000	118-039
S3	117-260	117-285	118-034
S4	117-200	117-225	118-017

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	117-310	0-107	0.3%	0-056	0.1%	56%	False	False	538,415
10	118-098	117-162	0-255	0.7%	0-072	0.2%	81%	False	False	585,093
20	118-140	117-133	1-007	0.9%	0-079	0.2%	73%	False	False	662,824
40	118-247	117-133	1-115	1.2%	0-077	0.2%	55%	False	False	705,396
60	118-247	117-067	1-180	1.3%	0-077	0.2%	61%	False	False	537,443
80	118-247	116-295	1-272	1.6%	0-080	0.2%	67%	False	False	403,251
100	118-247	116-002	2-245	2.3%	0-064	0.2%	78%	False	False	322,601

Crabel Price Patterns
NR	False
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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012

Fibonacci Retracements and Extensions
4.250	119-030
2.618	118-252
1.618	118-192
1.000	118-155
0.618	118-132
HIGH	118-095
0.618	118-072
0.500	118-065
0.382	118-058
LOW	118-035
0.618	117-318
1.000	117-295
1.618	117-258
2.618	117-198
4.250	117-100

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	118-065	118-064
PP	118-060	118-059
S1	118-055	118-055

Download as Excel Spreadsheet

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

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