ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 24-Aug-2017

Day Change Summary
	Previous	Current
	23-Aug-2017	24-Aug-2017	Change	Change %	Previous Week
Open	118-142	118-202	0-060	0.2%	118-195
High	118-205	118-205	0-000	0.0%	118-227
Low	118-133	118-153	0-020	0.1%	118-058
Close	118-200	118-158	-0-042	-0.1%	118-173
Range	0-072	0-052	-0-020	-27.6%	0-170
ATR	0-076	0-074	-0-002	-2.2%	0-000
Volume	987,250	1,380,958	393,708	39.9%	3,068,765

Daily Pivots for day following 24-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-009	118-296	118-186
R3	118-277	118-243	118-172
R2	118-224	118-224	118-167
R1	118-191	118-191	118-162	118-181
PP	118-172	118-172	118-172	118-167
S1	118-138	118-138	118-153	118-129
S2	118-119	118-119	118-148
S3	118-067	118-086	118-143
S4	118-014	118-033	118-129

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	118-133	0-095	0.3%	0-065	0.2%	26%	False	False	853,781
10	118-227	118-058	0-170	0.4%	0-076	0.2%	59%	False	False	738,810
20	118-227	117-302	0-245	0.6%	0-071	0.2%	71%	False	False	655,627
40	118-227	117-133	1-095	1.1%	0-077	0.2%	83%	False	False	664,126
60	118-247	117-133	1-115	1.1%	0-077	0.2%	79%	False	False	678,906
80	118-247	117-067	1-180	1.3%	0-076	0.2%	82%	False	False	599,010
100	118-247	117-053	1-195	1.4%	0-080	0.2%	83%	False	False	479,367
120	118-247	116-002	2-245	2.3%	0-068	0.2%	90%	False	False	399,473

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	119-108
2.618	119-022
1.618	118-290
1.000	118-257
0.618	118-237
HIGH	118-205
0.618	118-185
0.500	118-179
0.382	118-173
LOW	118-153
0.618	118-120
1.000	118-100
1.618	118-068
2.618	118-015
4.250	117-249

Fisher Pivots for day following 24-Aug-2017
Pivot	1 day	3 day
R1	118-179	118-169
PP	118-172	118-165
S1	118-165	118-161

Download as Excel Spreadsheet

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

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