ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 06-Sep-2017

Day Change Summary
	Previous	Current
	05-Sep-2017	06-Sep-2017	Change	Change %	Previous Week
Open	118-245	119-042	0-118	0.3%	118-180
High	119-030	119-042	0-012	0.0%	118-318
Low	118-227	118-280	0-053	0.1%	118-165
Close	119-025	118-282	-0-062	-0.2%	118-210
Range	0-123	0-082	-0-040	-32.7%	0-153
ATR	0-080	0-080	0-000	0.3%	0-000
Volume	52,623	28,884	-23,739	-45.1%	3,880,010

Daily Pivots for day following 06-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-236	119-182	119-008
R3	119-153	119-099	118-305
R2	119-071	119-071	118-298
R1	119-017	119-017	118-290	119-002
PP	118-308	118-308	118-308	118-301
S1	118-254	118-254	118-275	118-240
S2	118-226	118-226	118-267
S3	118-143	118-172	118-260
S4	118-061	118-089	118-237

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	119-042	118-185	0-178	0.5%	0-087	0.2%	55%	True	False	230,747
10	119-042	118-133	0-230	0.6%	0-077	0.2%	65%	True	False	797,930
20	119-042	118-058	0-305	0.8%	0-078	0.2%	74%	True	False	710,016
40	119-042	117-213	1-150	1.2%	0-075	0.2%	83%	True	False	665,212
60	119-042	117-133	1-230	1.4%	0-078	0.2%	85%	True	False	682,518
80	119-042	117-133	1-230	1.4%	0-077	0.2%	85%	True	False	668,107
100	119-042	117-067	1-295	1.6%	0-079	0.2%	87%	True	False	535,460
120	119-042	116-180	2-182	2.2%	0-073	0.2%	90%	True	False	446,232

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	True
Stretch	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-073
2.618	119-258
1.618	119-176
1.000	119-125
0.618	119-093
HIGH	119-042
0.618	119-011
0.500	119-001
0.382	118-312
LOW	118-280
0.618	118-229
1.000	118-198
1.618	118-147
2.618	118-064
4.250	117-249

Fisher Pivots for day following 06-Sep-2017
Pivot	1 day	3 day
R1	119-001	118-280
PP	118-308	118-277
S1	118-295	118-274

Download as Excel Spreadsheet

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

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