ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 25-Aug-2017

Day Change Summary
	Previous	Current
	24-Aug-2017	25-Aug-2017	Change	Change %	Previous Week
Open	118-202	118-155	-0-047	-0.1%	118-170
High	118-205	118-193	-0-012	0.0%	118-205
Low	118-153	118-135	-0-018	0.0%	118-133
Close	118-158	118-182	0-025	0.1%	118-182
Range	0-052	0-058	0-005	9.6%	0-072
ATR	0-074	0-073	-0-001	-1.6%	0-000
Volume	1,380,958	1,649,578	268,620	19.5%	5,269,752

Daily Pivots for day following 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-023	119-000	118-214
R3	118-285	118-263	118-198
R2	118-228	118-228	118-193
R1	118-205	118-205	118-188	118-216
PP	118-170	118-170	118-170	118-176
S1	118-147	118-147	118-177	118-159
S2	118-113	118-113	118-172
S3	118-055	118-090	118-167
S4	117-317	118-032	118-151

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-071	119-039	118-222
R3	118-318	118-287	118-202
R2	118-246	118-246	118-196
R1	118-214	118-214	118-189	118-230
PP	118-173	118-173	118-173	118-181
S1	118-142	118-142	118-176	118-158
S2	118-101	118-101	118-169
S3	118-028	118-069	118-163
S4	117-276	117-317	118-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-205	118-133	0-072	0.2%	0-059	0.2%	69%	False	False	1,053,950
10	118-227	118-058	0-170	0.4%	0-073	0.2%	74%	False	False	833,851
20	118-227	118-010	0-217	0.6%	0-070	0.2%	79%	False	False	707,253
40	118-227	117-133	1-095	1.1%	0-075	0.2%	89%	False	False	683,604
60	118-247	117-133	1-115	1.1%	0-077	0.2%	85%	False	False	694,119
80	118-247	117-067	1-180	1.3%	0-076	0.2%	87%	False	False	619,523
100	118-247	117-053	1-195	1.4%	0-080	0.2%	87%	False	False	495,863
120	118-247	116-002	2-245	2.3%	0-068	0.2%	93%	False	False	413,219

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-117
2.618	119-023
1.618	118-286
1.000	118-250
0.618	118-228
HIGH	118-193
0.618	118-171
0.500	118-164
0.382	118-157
LOW	118-135
0.618	118-099
1.000	118-078
1.618	118-042
2.618	117-304
4.250	117-211

Fisher Pivots for day following 25-Aug-2017
Pivot	1 day	3 day
R1	118-176	118-178
PP	118-170	118-173
S1	118-164	118-169

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols