ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	118-150	118-195	0-045	0.1%	118-070
High	118-220	118-202	-0-018	0.0%	118-220
Low	118-135	118-140	0-005	0.0%	118-035
Close	118-207	118-160	-0-047	-0.1%	118-207
Range	0-085	0-062	-0-022	-26.5%	0-185
ATR	0-075	0-075	-0-001	-0.7%	0-000
Volume	699,162	532,242	-166,920	-23.9%	2,794,840

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-035	119-000	118-194
R3	118-292	118-257	118-177
R2	118-230	118-230	118-171
R1	118-195	118-195	118-166	118-181
PP	118-167	118-167	118-167	118-161
S1	118-133	118-133	118-154	118-119
S2	118-105	118-105	118-149
S3	118-043	118-070	118-143
S4	117-300	118-008	118-126

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-069	120-003	118-309
R3	119-204	119-138	118-258
R2	119-019	119-019	118-241
R1	118-273	118-273	118-224	118-306
PP	118-154	118-154	118-154	118-171
S1	118-088	118-088	118-191	118-121
S2	117-289	117-289	118-174
S3	117-104	117-223	118-157
S4	116-239	117-038	118-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-220	118-035	0-185	0.5%	0-070	0.2%	68%	False	False	581,778
10	118-220	118-010	0-210	0.6%	0-070	0.2%	71%	False	False	579,119
20	118-220	117-265	0-275	0.7%	0-070	0.2%	78%	False	False	610,600
40	118-220	117-133	1-087	1.1%	0-075	0.2%	85%	False	False	641,289
60	118-247	117-133	1-115	1.1%	0-076	0.2%	80%	False	False	690,459
80	118-247	117-067	1-180	1.3%	0-078	0.2%	83%	False	False	522,172
100	118-247	116-295	1-272	1.6%	0-075	0.2%	85%	False	False	417,800

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-148
2.618	119-046
1.618	118-304
1.000	118-265
0.618	118-241
HIGH	118-202
0.618	118-179
0.500	118-171
0.382	118-164
LOW	118-140
0.618	118-101
1.000	118-078
1.618	118-039
2.618	117-296
4.250	117-194

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	118-171	118-157
PP	118-167	118-155
S1	118-164	118-152

Download as Excel Spreadsheet

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

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