ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 30-Aug-2017

Day Change Summary
	Previous	Current
	29-Aug-2017	30-Aug-2017	Change	Change %	Previous Week
Open	118-220	118-253	0-033	0.1%	118-170
High	118-318	118-260	-0-058	-0.2%	118-205
Low	118-218	118-205	-0-013	0.0%	118-133
Close	118-250	118-225	-0-025	-0.1%	118-182
Range	0-100	0-055	-0-045	-45.0%	0-072
ATR	0-074	0-073	-0-001	-1.8%	0-000
Volume	1,369,234	756,153	-613,081	-44.8%	5,269,752

Daily Pivots for day following 30-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-075	119-045	118-255
R3	119-020	118-310	118-240
R2	118-285	118-285	118-235
R1	118-255	118-255	118-230	118-242
PP	118-230	118-230	118-230	118-224
S1	118-200	118-200	118-220	118-187
S2	118-175	118-175	118-215
S3	118-120	118-145	118-210
S4	118-065	118-090	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	118-135	0-182	0.5%	0-064	0.2%	49%	False	False	1,318,893
10	118-318	118-105	0-213	0.6%	0-068	0.2%	56%	False	False	1,007,343
20	118-318	118-035	0-282	0.7%	0-072	0.2%	67%	False	False	793,878
40	118-318	117-133	1-185	1.3%	0-073	0.2%	82%	False	False	715,895
60	118-318	117-133	1-185	1.3%	0-076	0.2%	82%	False	False	717,573
80	118-318	117-067	1-250	1.5%	0-076	0.2%	84%	False	False	663,920
100	118-318	117-053	1-265	1.5%	0-079	0.2%	84%	False	False	531,501
120	118-318	116-002	2-315	2.5%	0-070	0.2%	90%	False	False	442,919

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-174
2.618	119-084
1.618	119-029
1.000	118-315
0.618	118-294
HIGH	118-260
0.618	118-239
0.500	118-232
0.382	118-226
LOW	118-205
0.618	118-171
1.000	118-150
1.618	118-116
2.618	118-061
4.250	117-291

Fisher Pivots for day following 30-Aug-2017
Pivot	1 day	3 day
R1	118-232	118-241
PP	118-230	118-236
S1	118-227	118-230

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

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