ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	118-180	118-220	0-040	0.1%	118-170
High	118-218	118-318	0-100	0.3%	118-205
Low	118-165	118-218	0-053	0.1%	118-133
Close	118-210	118-250	0-040	0.1%	118-182
Range	0-053	0-100	0-047	90.4%	0-072
ATR	0-072	0-074	0-003	3.6%	0-000
Volume	1,438,545	1,369,234	-69,311	-4.8%	5,269,752

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-242	119-186	118-305
R3	119-142	119-086	118-278
R2	119-042	119-042	118-268
R1	118-306	118-306	118-259	119-014
PP	118-262	118-262	118-262	118-276
S1	118-206	118-206	118-241	118-234
S2	118-162	118-162	118-232
S3	118-062	118-106	118-223
S4	117-282	118-006	118-195

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	118-318	118-133	0-185	0.5%	0-067	0.2%	64%	True	False	1,365,113
10	118-318	118-058	0-260	0.7%	0-072	0.2%	74%	True	False	999,029
20	118-318	118-035	0-282	0.7%	0-072	0.2%	76%	True	False	787,794
40	118-318	117-133	1-185	1.3%	0-074	0.2%	87%	True	False	717,930
60	118-318	117-133	1-185	1.3%	0-077	0.2%	87%	True	False	716,492
80	118-318	117-067	1-250	1.5%	0-076	0.2%	88%	True	False	654,559
100	118-318	117-053	1-265	1.5%	0-080	0.2%	88%	True	False	523,940
120	118-318	116-002	2-315	2.5%	0-070	0.2%	93%	True	False	436,617

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-103
2.618	119-259
1.618	119-159
1.000	119-098
0.618	119-059
HIGH	118-318
0.618	118-279
0.500	118-268
0.382	118-256
LOW	118-218
0.618	118-156
1.000	118-118
1.618	118-056
2.618	117-276
4.250	117-113

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	118-268	118-242
PP	118-262	118-234
S1	118-256	118-226

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