ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	118-195	118-162	-0-033	-0.1%	118-070
High	118-202	118-162	-0-040	-0.1%	118-220
Low	118-140	118-062	-0-078	-0.2%	118-035
Close	118-160	118-085	-0-075	-0.2%	118-207
Range	0-062	0-100	0-038	60.0%	0-185
ATR	0-075	0-076	0-002	2.4%	0-000
Volume	532,242	623,757	91,515	17.2%	2,794,840

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-083	119-024	118-140
R3	118-303	118-244	118-112
R2	118-203	118-203	118-103
R1	118-144	118-144	118-094	118-124
PP	118-103	118-103	118-103	118-093
S1	118-044	118-044	118-076	118-024
S2	118-003	118-003	118-067
S3	117-223	117-264	118-057
S4	117-123	117-164	118-030

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	118-062	0-158	0.4%	0-080	0.2%	14%	False	True	611,257
10	118-220	118-035	0-185	0.5%	0-071	0.2%	27%	False	False	576,559
20	118-220	117-265	0-275	0.7%	0-071	0.2%	51%	False	False	606,764
40	118-220	117-133	1-087	1.1%	0-075	0.2%	67%	False	False	639,446
60	118-247	117-133	1-115	1.1%	0-076	0.2%	63%	False	False	699,029
80	118-247	117-067	1-180	1.3%	0-078	0.2%	68%	False	False	529,946
100	118-247	116-295	1-272	1.6%	0-076	0.2%	73%	False	False	424,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	119-267
2.618	119-104
1.618	119-004
1.000	118-262
0.618	118-224
HIGH	118-162
0.618	118-124
0.500	118-112
0.382	118-101
LOW	118-062
0.618	118-001
1.000	117-282
1.618	117-221
2.618	117-121
4.250	116-277

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	118-112	118-141
PP	118-103	118-122
S1	118-094	118-104

Download as Excel Spreadsheet

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

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