ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	118-082	118-080	-0-002	0.0%	118-047
High	118-087	118-158	0-070	0.2%	118-127
Low	118-035	118-078	0-042	0.1%	118-010
Close	118-058	118-113	0-055	0.1%	118-062
Range	0-052	0-080	0-028	52.4%	0-117
ATR	0-073	0-075	0-002	2.7%	0-000
Volume	476,360	603,917	127,557	26.8%	3,011,706

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-036	118-314	118-157
R3	118-276	118-234	118-135
R2	118-196	118-196	118-127
R1	118-154	118-154	118-120	118-175
PP	118-116	118-116	118-116	118-126
S1	118-074	118-074	118-105	118-095
S2	118-036	118-036	118-098
S3	117-276	117-314	118-091
S4	117-196	117-234	118-069

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	118-158	118-035	0-122	0.3%	0-069	0.2%	63%	True	False	535,749
10	118-158	117-302	0-175	0.5%	0-065	0.2%	74%	True	False	596,737
20	118-158	117-235	0-242	0.6%	0-071	0.2%	81%	True	False	607,963
40	118-247	117-133	1-115	1.1%	0-079	0.2%	69%	False	False	669,613
60	118-247	117-133	1-115	1.1%	0-078	0.2%	69%	False	False	663,840
80	118-247	117-067	1-180	1.3%	0-079	0.2%	73%	False	False	499,362
100	118-247	116-230	2-017	1.7%	0-073	0.2%	79%	False	False	399,514

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 3 trading days

Fibonacci Retracements and Extensions
4.250	119-178
2.618	119-047
1.618	118-287
1.000	118-238
0.618	118-207
HIGH	118-158
0.618	118-127
0.500	118-118
0.382	118-108
LOW	118-078
0.618	118-028
1.000	117-318
1.618	117-268
2.618	117-188
4.250	117-058

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	118-118	118-107
PP	118-116	118-102
S1	118-114	118-096

Download as Excel Spreadsheet

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

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