ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 28-Jul-2017

Day Change Summary
	Previous	Current
	27-Jul-2017	28-Jul-2017	Change	Change %	Previous Week
Open	118-053	118-025	-0-028	-0.1%	118-080
High	118-060	118-058	-0-002	0.0%	118-095
Low	117-318	117-302	-0-015	0.0%	117-265
Close	118-033	118-050	0-018	0.0%	118-050
Range	0-062	0-075	0-013	20.0%	0-150
ATR	0-080	0-080	0-000	-0.5%	0-000
Volume	840,131	617,068	-223,063	-26.6%	3,583,708

Daily Pivots for day following 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-255	118-228	118-091
R3	118-180	118-153	118-071
R2	118-105	118-105	118-064
R1	118-078	118-078	118-057	118-091
PP	118-030	118-030	118-030	118-037
S1	118-003	118-003	118-043	118-016
S2	117-275	117-275	118-036
S3	117-200	117-247	118-029
S4	117-125	117-172	118-009

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-160	119-095	118-133
R3	119-010	118-265	118-091
R2	118-180	118-180	118-078
R1	118-115	118-115	118-064	118-073
PP	118-030	118-030	118-030	118-009
S1	117-285	117-285	118-036	117-242
S2	117-200	117-200	118-023
S3	117-050	117-135	118-009
S4	116-220	116-305	117-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-095	117-265	0-150	0.4%	0-088	0.2%	70%	False	False	716,741
10	118-098	117-265	0-153	0.4%	0-070	0.2%	69%	False	False	629,406
20	118-098	117-133	0-285	0.8%	0-080	0.2%	83%	False	False	659,955
40	118-247	117-133	1-115	1.2%	0-081	0.2%	55%	False	False	687,552
60	118-247	117-067	1-180	1.3%	0-078	0.2%	61%	False	False	590,280
80	118-247	117-053	1-195	1.4%	0-082	0.2%	62%	False	False	443,015
100	118-247	116-002	2-245	2.3%	0-068	0.2%	78%	False	False	354,412

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-056
2.618	118-254
1.618	118-179
1.000	118-133
0.618	118-104
HIGH	118-058
0.618	118-029
0.500	118-020
0.382	118-011
LOW	117-302
0.618	117-256
1.000	117-227
1.618	117-181
2.618	117-106
4.250	116-304

Fisher Pivots for day following 28-Jul-2017
Pivot	1 day	3 day
R1	118-040	118-036
PP	118-030	118-023
S1	118-020	118-009

Download as Excel Spreadsheet

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

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