ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	118-253	118-235	-0-018	0.0%	118-170
High	118-260	118-258	-0-002	0.0%	118-205
Low	118-205	118-207	0-002	0.0%	118-133
Close	118-225	118-250	0-025	0.1%	118-182
Range	0-055	0-050	-0-005	-9.1%	0-072
ATR	0-073	0-071	-0-002	-2.2%	0-000
Volume	756,153	200,120	-556,033	-73.5%	5,269,752

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-068	119-049	118-278
R3	119-018	118-319	118-264
R2	118-288	118-288	118-259
R1	118-269	118-269	118-255	118-279
PP	118-238	118-238	118-238	118-243
S1	118-219	118-219	118-245	118-229
S2	118-188	118-188	118-241
S3	118-138	118-169	118-236
S4	118-088	118-119	118-223

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%	0-063	0.2%	63%	False	False	1,082,726
10	118-318	118-133	0-185	0.5%	0-064	0.2%	64%	False	False	968,253
20	118-318	118-035	0-282	0.7%	0-071	0.2%	76%	False	False	777,094
40	118-318	117-150	1-167	1.3%	0-072	0.2%	86%	False	False	701,107
60	118-318	117-133	1-185	1.3%	0-076	0.2%	87%	False	False	710,499
80	118-318	117-067	1-250	1.5%	0-076	0.2%	88%	False	False	666,290
100	118-318	117-067	1-250	1.5%	0-079	0.2%	88%	False	False	533,503
120	118-318	116-013	2-305	2.5%	0-071	0.2%	93%	False	False	444,586

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	119-150
2.618	119-068
1.618	119-018
1.000	118-308
0.618	118-288
HIGH	118-258
0.618	118-238
0.500	118-232
0.382	118-227
LOW	118-207
0.618	118-177
1.000	118-157
1.618	118-127
2.618	118-077
4.250	117-315

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	118-244	118-261
PP	118-238	118-258
S1	118-232	118-254

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

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