ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	117-267	118-053	0-105	0.3%	117-302
High	118-073	118-060	-0-013	0.0%	118-098
Low	117-265	117-318	0-053	0.1%	117-295
Close	118-062	118-033	-0-030	-0.1%	118-082
Range	0-128	0-062	-0-065	-51.0%	0-122
ATR	0-081	0-080	-0-001	-1.4%	0-000
Volume	996,574	840,131	-156,443	-15.7%	2,710,361

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-217	118-187	118-067
R3	118-155	118-125	118-050
R2	118-093	118-093	118-044
R1	118-063	118-063	118-038	118-046
PP	118-030	118-030	118-030	118-022
S1	118-000	118-000	118-027	117-304
S2	117-288	117-288	118-021
S3	117-225	117-258	118-015
S4	117-163	117-195	117-318

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	117-265	0-153	0.4%	0-085	0.2%	57%	False	False	693,000
10	118-098	117-247	0-170	0.4%	0-076	0.2%	62%	False	False	646,144
20	118-098	117-133	0-285	0.8%	0-082	0.2%	77%	False	False	672,625
40	118-247	117-133	1-115	1.2%	0-080	0.2%	51%	False	False	690,545
60	118-247	117-067	1-180	1.3%	0-078	0.2%	57%	False	False	580,138
80	118-247	117-053	1-195	1.4%	0-082	0.2%	58%	False	False	435,302
100	118-247	116-002	2-245	2.3%	0-067	0.2%	76%	False	False	348,242

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	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-006
2.618	118-224
1.618	118-161
1.000	118-122
0.618	118-099
HIGH	118-060
0.618	118-036
0.500	118-029
0.382	118-021
LOW	117-318
0.618	117-279
1.000	117-255
1.618	117-216
2.618	117-154
4.250	117-052

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	118-031	118-025
PP	118-030	118-017
S1	118-029	118-009

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

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