ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 22-Aug-2017

Day Change Summary
	Previous	Current
	21-Aug-2017	22-Aug-2017	Change	Change %	Previous Week
Open	118-170	118-193	0-022	0.1%	118-195
High	118-205	118-195	-0-010	0.0%	118-227
Low	118-150	118-135	-0-015	0.0%	118-058
Close	118-195	118-142	-0-053	-0.1%	118-173
Range	0-055	0-060	0-005	9.1%	0-170
ATR	0-077	0-076	-0-001	-1.6%	0-000
Volume	467,269	784,697	317,428	67.9%	3,068,765

Daily Pivots for day following 22-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-018	118-300	118-175
R3	118-278	118-240	118-159
R2	118-218	118-218	118-153
R1	118-180	118-180	118-148	118-169
PP	118-158	118-158	118-158	118-152
S1	118-120	118-120	118-137	118-109
S2	118-098	118-098	118-131
S3	118-038	118-060	118-126
S4	117-298	118-000	118-109

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-022	119-267	118-266
R3	119-172	119-097	118-219
R2	119-002	119-002	118-204
R1	118-247	118-247	118-188	118-200
PP	118-153	118-153	118-153	118-129
S1	118-078	118-078	118-157	118-030
S2	117-303	117-303	118-141
S3	117-133	117-228	118-126
S4	116-283	117-058	118-079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-227	118-058	0-170	0.4%	0-077	0.2%	50%	False	False	632,946
10	118-227	118-058	0-170	0.4%	0-078	0.2%	50%	False	False	622,102
20	118-227	117-265	0-282	0.7%	0-074	0.2%	70%	False	False	629,052
40	118-227	117-133	1-095	1.1%	0-078	0.2%	80%	False	False	651,522
60	118-247	117-133	1-115	1.1%	0-077	0.2%	76%	False	False	675,286
80	118-247	117-067	1-180	1.3%	0-077	0.2%	79%	False	False	569,427
100	118-247	116-310	1-257	1.5%	0-080	0.2%	82%	False	False	455,685
120	118-247	116-002	2-245	2.3%	0-067	0.2%	88%	False	False	379,738

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-130
2.618	119-032
1.618	118-292
1.000	118-255
0.618	118-232
HIGH	118-195
0.618	118-172
0.500	118-165
0.382	118-158
LOW	118-135
0.618	118-098
1.000	118-075
1.618	118-038
2.618	117-298
4.250	117-200

Fisher Pivots for day following 22-Aug-2017
Pivot	1 day	3 day
R1	118-165	118-181
PP	118-158	118-168
S1	118-150	118-155

Download as Excel Spreadsheet

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

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