ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	118-080	118-102	0-022	0.1%	118-047
High	118-158	118-155	-0-002	0.0%	118-127
Low	118-078	118-085	0-007	0.0%	118-010
Close	118-113	118-135	0-022	0.1%	118-062
Range	0-080	0-070	-0-010	-12.5%	0-117
ATR	0-075	0-074	0-000	-0.5%	0-000
Volume	603,917	597,210	-6,707	-1.1%	3,011,706

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-015	118-305	118-174
R3	118-265	118-235	118-154
R2	118-195	118-195	118-148
R1	118-165	118-165	118-141	118-180
PP	118-125	118-125	118-125	118-133
S1	118-095	118-095	118-129	118-110
S2	118-055	118-055	118-122
S3	117-305	118-025	118-116
S4	117-235	117-275	118-096

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%	0-068	0.2%	82%	False	False	548,033
10	118-158	117-302	0-175	0.5%	0-066	0.2%	87%	False	False	572,445
20	118-158	117-247	0-230	0.6%	0-071	0.2%	90%	False	False	609,294
40	118-182	117-133	1-050	1.0%	0-076	0.2%	87%	False	False	646,113
60	118-247	117-133	1-115	1.1%	0-078	0.2%	74%	False	False	672,928
80	118-247	117-067	1-180	1.3%	0-078	0.2%	78%	False	False	506,810
100	118-247	116-282	1-285	1.6%	0-073	0.2%	81%	False	False	405,486

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 2 trading days

Fibonacci Retracements and Extensions
4.250	119-133
2.618	119-018
1.618	118-268
1.000	118-225
0.618	118-198
HIGH	118-155
0.618	118-128
0.500	118-120
0.382	118-112
LOW	118-085
0.618	118-042
1.000	118-015
1.618	117-292
2.618	117-222
4.250	117-107

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	118-130	118-122
PP	118-125	118-109
S1	118-120	118-096

Download as Excel Spreadsheet

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

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