ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	118-025	118-047	0-022	0.1%	118-080
High	118-058	118-065	0-007	0.0%	118-095
Low	117-302	118-033	0-050	0.1%	117-265
Close	118-050	118-047	-0-003	0.0%	118-050
Range	0-075	0-032	-0-043	-56.7%	0-150
ATR	0-080	0-076	-0-003	-4.2%	0-000
Volume	617,068	547,598	-69,470	-11.3%	3,583,708

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-146	118-129	118-065
R3	118-113	118-097	118-056
R2	118-081	118-081	118-053
R1	118-064	118-064	118-050	118-064
PP	118-048	118-048	118-048	118-048
S1	118-032	118-032	118-045	118-031
S2	118-016	118-016	118-042
S3	117-303	117-319	118-039
S4	117-271	117-287	118-030

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	118-073	117-265	0-128	0.3%	0-083	0.2%	80%	False	False	745,748
10	118-098	117-265	0-153	0.4%	0-069	0.2%	67%	False	False	642,081
20	118-098	117-133	0-285	0.8%	0-077	0.2%	82%	False	False	638,455
40	118-247	117-133	1-115	1.2%	0-078	0.2%	54%	False	False	678,537
60	118-247	117-067	1-180	1.3%	0-078	0.2%	60%	False	False	599,332
80	118-247	117-053	1-195	1.4%	0-082	0.2%	61%	False	False	449,859
100	118-247	116-002	2-245	2.3%	0-068	0.2%	77%	False	False	359,888

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	118-203
2.618	118-150
1.618	118-118
1.000	118-097
0.618	118-085
HIGH	118-065
0.618	118-053
0.500	118-049
0.382	118-045
LOW	118-033
0.618	118-012
1.000	118-000
1.618	117-300
2.618	117-267
4.250	117-214

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	118-049	118-040
PP	118-048	118-032
S1	118-048	118-024

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

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