ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 03-Aug-2017

Day Change Summary
	Previous	Current
	02-Aug-2017	03-Aug-2017	Change	Change %	Previous Week
Open	118-090	118-055	-0-035	-0.1%	118-080
High	118-095	118-127	0-032	0.1%	118-095
Low	118-042	118-053	0-010	0.0%	117-265
Close	118-065	118-110	0-045	0.1%	118-050
Range	0-053	0-075	0-022	42.8%	0-150
ATR	0-075	0-075	0-000	0.0%	0-000
Volume	634,474	535,789	-98,685	-15.6%	3,583,708

Daily Pivots for day following 03-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-002	118-291	118-151
R3	118-247	118-216	118-131
R2	118-172	118-172	118-124
R1	118-141	118-141	118-117	118-156
PP	118-097	118-097	118-097	118-104
S1	118-066	118-066	118-103	118-081
S2	118-022	118-022	118-096
S3	117-267	117-311	118-089
S4	117-192	117-236	118-069

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	118-127	117-302	0-145	0.4%	0-064	0.2%	88%	True	False	596,857
10	118-127	117-265	0-182	0.5%	0-075	0.2%	90%	True	False	644,928
20	118-127	117-150	0-297	0.8%	0-073	0.2%	94%	True	False	625,119
40	118-247	117-133	1-115	1.1%	0-079	0.2%	68%	False	False	677,201
60	118-247	117-067	1-180	1.3%	0-078	0.2%	73%	False	False	629,356
80	118-247	117-067	1-180	1.3%	0-081	0.2%	73%	False	False	472,605
100	118-247	116-013	2-235	2.3%	0-071	0.2%	84%	False	False	378,085

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-126
2.618	119-004
1.618	118-249
1.000	118-202
0.618	118-174
HIGH	118-127
0.618	118-099
0.500	118-090
0.382	118-081
LOW	118-053
0.618	118-006
1.000	117-298
1.618	117-251
2.618	117-176
4.250	117-054

Fisher Pivots for day following 03-Aug-2017
Pivot	1 day	3 day
R1	118-103	118-096
PP	118-097	118-083
S1	118-090	118-069

Download as Excel Spreadsheet

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

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