ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 17-Aug-2017

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	118-078	118-138	0-060	0.2%	118-070
High	118-158	118-193	0-035	0.1%	118-220
Low	118-058	118-105	0-047	0.1%	118-035
Close	118-145	118-173	0-028	0.1%	118-207
Range	0-100	0-088	-0-012	-12.5%	0-185
ATR	0-078	0-079	0-001	0.9%	0-000
Volume	673,019	591,014	-82,005	-12.2%	2,794,840

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-099	119-063	118-221
R3	119-012	118-296	118-197
R2	118-244	118-244	118-189
R1	118-208	118-208	118-181	118-226
PP	118-157	118-157	118-157	118-166
S1	118-121	118-121	118-164	118-139
S2	118-069	118-069	118-156
S3	117-302	118-033	118-148
S4	117-214	117-266	118-124

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	118-058	0-162	0.4%	0-087	0.2%	71%	False	False	623,838
10	118-220	118-035	0-185	0.5%	0-078	0.2%	74%	False	False	585,936
20	118-220	117-265	0-275	0.7%	0-076	0.2%	83%	False	False	615,432
40	118-220	117-133	1-087	1.1%	0-077	0.2%	88%	False	False	639,052
60	118-247	117-133	1-115	1.1%	0-077	0.2%	83%	False	False	698,882
80	118-247	117-067	1-180	1.3%	0-077	0.2%	85%	False	False	545,718
100	118-247	116-295	1-272	1.6%	0-078	0.2%	87%	False	False	436,678
120	118-247	116-002	2-245	2.3%	0-065	0.2%	92%	False	False	363,898

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-244
2.618	119-102
1.618	119-014
1.000	118-280
0.618	118-247
HIGH	118-193
0.618	118-159
0.500	118-149
0.382	118-138
LOW	118-105
0.618	118-051
1.000	118-017
1.618	117-283
2.618	117-196
4.250	117-053

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	118-165	118-157
PP	118-157	118-141
S1	118-149	118-125

Download as Excel Spreadsheet

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

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