ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	118-250	118-245	-0-005	0.0%	118-180
High	118-307	119-030	0-043	0.1%	118-318
Low	118-185	118-227	0-042	0.1%	118-165
Close	118-210	119-025	0-135	0.4%	118-210
Range	0-122	0-123	0-000	0.0%	0-153
ATR	0-075	0-080	0-005	6.2%	0-000
Volume	115,958	52,623	-63,335	-54.6%	3,880,010

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-035	119-313	119-092
R3	119-233	119-190	119-059
R2	119-110	119-110	119-047
R1	119-068	119-068	119-036	119-089
PP	118-307	118-307	118-307	118-318
S1	118-265	118-265	119-014	118-286
S2	118-185	118-185	119-003
S3	118-062	118-142	118-311
S4	117-260	118-020	118-278

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	119-030	118-185	0-165	0.4%	0-090	0.2%	97%	True	False	498,817
10	119-030	118-133	0-218	0.6%	0-075	0.2%	98%	True	False	873,511
20	119-030	118-035	0-315	0.8%	0-076	0.2%	98%	True	False	732,389
40	119-030	117-162	1-188	1.3%	0-075	0.2%	99%	True	False	677,744
60	119-030	117-133	1-218	1.4%	0-077	0.2%	99%	True	False	691,784
80	119-030	117-133	1-218	1.4%	0-078	0.2%	99%	True	False	667,997
100	119-030	117-067	1-283	1.6%	0-079	0.2%	99%	True	False	535,173
120	119-030	116-160	2-190	2.2%	0-072	0.2%	99%	True	False	445,991

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	0-016
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	120-231
2.618	120-031
1.618	119-228
1.000	119-153
0.618	119-106
HIGH	119-030
0.618	118-303
0.500	118-289
0.382	118-274
LOW	118-227
0.618	118-152
1.000	118-105
1.618	118-029
2.618	117-227
4.250	117-027

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	119-006	118-319
PP	118-307	118-293
S1	118-289	118-268

Download as Excel Spreadsheet

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

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