ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	118-235	118-250	0-015	0.0%	118-180
High	118-258	118-307	0-050	0.1%	118-318
Low	118-207	118-185	-0-022	-0.1%	118-165
Close	118-250	118-210	-0-040	-0.1%	118-210
Range	0-050	0-122	0-072	144.9%	0-153
ATR	0-071	0-075	0-004	5.1%	0-000
Volume	200,120	115,958	-84,162	-42.1%	3,880,010

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-282	119-208	118-277
R3	119-159	119-086	118-244
R2	119-037	119-037	118-232
R1	118-283	118-283	118-221	118-259
PP	118-234	118-234	118-234	118-222
S1	118-161	118-161	118-199	118-136
S2	118-112	118-112	118-188
S3	117-309	118-038	118-176
S4	117-187	117-236	118-143

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-048	119-282	118-294
R3	119-216	119-129	118-252
R2	119-063	119-063	118-238
R1	118-297	118-297	118-224	119-020
PP	118-231	118-231	118-231	118-253
S1	118-144	118-144	118-196	118-188
S2	118-078	118-078	118-182
S3	117-246	117-312	118-168
S4	117-093	117-159	118-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-318	118-165	0-153	0.4%	0-076	0.2%	30%	False	False	776,002
10	118-318	118-133	0-185	0.5%	0-068	0.2%	42%	False	False	914,976
20	118-318	118-035	0-282	0.7%	0-073	0.2%	62%	False	False	750,668
40	118-318	117-162	1-155	1.3%	0-073	0.2%	77%	False	False	687,783
60	118-318	117-133	1-185	1.3%	0-077	0.2%	79%	False	False	701,259
80	118-318	117-067	1-250	1.5%	0-077	0.2%	81%	False	False	667,662
100	118-318	117-067	1-250	1.5%	0-079	0.2%	81%	False	False	534,657
120	118-318	116-135	2-182	2.2%	0-072	0.2%	87%	False	False	445,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	120-188
2.618	119-308
1.618	119-186
1.000	119-110
0.618	119-063
HIGH	118-307
0.618	118-261
0.500	118-246
0.382	118-232
LOW	118-185
0.618	118-109
1.000	118-062
1.618	117-307
2.618	117-184
4.250	116-304

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	118-246	118-246
PP	118-234	118-234
S1	118-222	118-222

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