ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	118-047	118-038	-0-010	0.0%	118-080
High	118-065	118-098	0-033	0.1%	118-095
Low	118-033	118-010	-0-022	-0.1%	117-265
Close	118-047	118-095	0-048	0.1%	118-050
Range	0-032	0-087	0-055	169.4%	0-150
ATR	0-076	0-077	0-001	1.0%	0-000
Volume	547,598	649,357	101,759	18.6%	3,583,708

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-010	118-300	118-143
R3	118-242	118-212	118-119
R2	118-155	118-155	118-111
R1	118-125	118-125	118-103	118-140
PP	118-068	118-068	118-068	118-075
S1	118-038	118-038	118-087	118-053
S2	117-300	117-300	118-079
S3	117-213	117-270	118-071
S4	117-125	117-183	118-047

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	118-098	117-265	0-153	0.4%	0-077	0.2%	98%	True	False	730,145
10	118-098	117-265	0-153	0.4%	0-071	0.2%	98%	True	False	636,970
20	118-098	117-133	0-285	0.8%	0-076	0.2%	99%	True	False	648,066
40	118-247	117-133	1-115	1.1%	0-079	0.2%	65%	False	False	680,841
60	118-247	117-067	1-180	1.3%	0-078	0.2%	70%	False	False	610,147
80	118-247	117-053	1-195	1.4%	0-082	0.2%	70%	False	False	457,976
100	118-247	116-002	2-245	2.3%	0-069	0.2%	83%	False	False	366,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-149
2.618	119-007
1.618	118-239
1.000	118-185
0.618	118-152
HIGH	118-098
0.618	118-064
0.500	118-054
0.382	118-043
LOW	118-010
0.618	117-276
1.000	117-243
1.618	117-188
2.618	117-101
4.250	116-278

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	118-081	118-077
PP	118-068	118-058
S1	118-054	118-040

Download as Excel Spreadsheet

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

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