ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	119-042	118-298	-0-065	-0.2%	118-180
High	119-042	119-070	0-028	0.1%	118-318
Low	118-280	118-298	0-018	0.0%	118-165
Close	118-282	119-033	0-070	0.2%	118-210
Range	0-082	0-093	0-010	12.1%	0-153
ATR	0-080	0-082	0-002	2.5%	0-000
Volume	28,884	24,874	-4,010	-13.9%	3,880,010

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-304	119-261	119-083
R3	119-212	119-168	119-058
R2	119-119	119-119	119-049
R1	119-076	119-076	119-041	119-098
PP	119-027	119-027	119-027	119-038
S1	118-303	118-303	119-024	119-005
S2	118-254	118-254	119-016
S3	118-162	118-211	119-007
S4	118-069	118-118	118-302

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	119-070	118-185	0-205	0.5%	0-094	0.2%	82%	True	False	84,491
10	119-070	118-135	0-255	0.7%	0-079	0.2%	85%	True	False	701,692
20	119-070	118-058	1-013	0.9%	0-078	0.2%	89%	True	False	681,064
40	119-070	117-235	1-155	1.2%	0-075	0.2%	92%	True	False	644,513
60	119-070	117-133	1-258	1.5%	0-079	0.2%	94%	True	False	673,430
80	119-070	117-133	1-258	1.5%	0-078	0.2%	94%	True	False	668,146
100	119-070	117-067	2-003	1.7%	0-079	0.2%	94%	True	False	535,702
120	119-070	116-230	2-160	2.1%	0-074	0.2%	95%	True	False	446,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-143
2.618	119-312
1.618	119-220
1.000	119-163
0.618	119-127
HIGH	119-070
0.618	119-035
0.500	119-024
0.382	119-013
LOW	118-298
0.618	118-240
1.000	118-205
1.618	118-148
2.618	118-055
4.250	117-224

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	119-030	119-018
PP	119-027	119-003
S1	119-024	118-309

Download as Excel Spreadsheet

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

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