ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	118-155	118-180	0-025	0.1%	118-170
High	118-193	118-218	0-025	0.1%	118-205
Low	118-135	118-165	0-030	0.1%	118-133
Close	118-182	118-210	0-028	0.1%	118-182
Range	0-058	0-053	-0-005	-8.7%	0-072
ATR	0-073	0-072	-0-001	-2.0%	0-000
Volume	1,649,578	1,438,545	-211,033	-12.8%	5,269,752

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-035	119-015	118-239
R3	118-303	118-283	118-224
R2	118-250	118-250	118-220
R1	118-230	118-230	118-215	118-240
PP	118-198	118-198	118-198	118-203
S1	118-178	118-178	118-205	118-188
S2	118-145	118-145	118-200
S3	118-092	118-125	118-196
S4	118-040	118-072	118-181

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	118-218	118-133	0-085	0.2%	0-059	0.2%	91%	True	False	1,248,205
10	118-227	118-058	0-170	0.4%	0-072	0.2%	90%	False	False	924,482
20	118-227	118-010	0-217	0.6%	0-071	0.2%	92%	False	False	751,800
40	118-227	117-133	1-095	1.1%	0-074	0.2%	96%	False	False	695,127
60	118-247	117-133	1-115	1.1%	0-076	0.2%	91%	False	False	702,958
80	118-247	117-067	1-180	1.3%	0-076	0.2%	93%	False	False	637,449
100	118-247	117-053	1-195	1.4%	0-079	0.2%	93%	False	False	510,247
120	118-247	116-002	2-245	2.3%	0-069	0.2%	96%	False	False	425,207

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-121
2.618	119-035
1.618	118-302
1.000	118-270
0.618	118-250
HIGH	118-218
0.618	118-197
0.500	118-191
0.382	118-185
LOW	118-165
0.618	118-133
1.000	118-112
1.618	118-080
2.618	118-028
4.250	117-262

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	118-204	118-199
PP	118-198	118-188
S1	118-191	118-176

Download as Excel Spreadsheet

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

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