ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	118-115	118-070	-0-045	-0.1%	118-047
High	118-120	118-090	-0-030	-0.1%	118-127
Low	118-035	118-038	0-002	0.0%	118-010
Close	118-062	118-085	0-022	0.1%	118-062
Range	0-085	0-053	-0-032	-38.2%	0-117
ATR	0-076	0-074	-0-002	-2.2%	0-000
Volume	644,488	418,191	-226,297	-35.1%	3,011,706

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-228	118-209	118-114
R3	118-176	118-157	118-099
R2	118-123	118-123	118-095
R1	118-104	118-104	118-090	118-114
PP	118-071	118-071	118-071	118-076
S1	118-052	118-052	118-080	118-061
S2	118-018	118-018	118-075
S3	117-286	117-319	118-071
S4	117-233	117-267	118-056

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-099	119-038	118-127
R3	118-302	118-241	118-095
R2	118-184	118-184	118-084
R1	118-123	118-123	118-073	118-154
PP	118-067	118-067	118-067	118-082
S1	118-006	118-006	118-052	118-036
S2	117-269	117-269	118-041
S3	117-152	117-208	118-030
S4	117-034	117-091	117-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-127	118-010	0-117	0.3%	0-070	0.2%	64%	False	False	576,459
10	118-127	117-265	0-182	0.5%	0-076	0.2%	77%	False	False	661,104
20	118-127	117-162	0-285	0.8%	0-074	0.2%	85%	False	False	623,098
40	118-247	117-133	1-115	1.1%	0-078	0.2%	63%	False	False	671,481
60	118-247	117-133	1-115	1.1%	0-078	0.2%	63%	False	False	646,533
80	118-247	117-067	1-180	1.3%	0-080	0.2%	68%	False	False	485,869
100	118-247	116-160	2-087	1.9%	0-071	0.2%	78%	False	False	388,711

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	0-013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-313
2.618	118-227
1.618	118-175
1.000	118-143
0.618	118-122
HIGH	118-090
0.618	118-070
0.500	118-064
0.382	118-058
LOW	118-038
0.618	118-005
1.000	117-305
1.618	117-273
2.618	117-220
4.250	117-134

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	118-078	118-084
PP	118-071	118-082
S1	118-064	118-081

Download as Excel Spreadsheet

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

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