ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 08-Sep-2017

Day Change Summary
	Previous	Current
	07-Sep-2017	08-Sep-2017	Change	Change %	Previous Week
Open	118-298	119-050	0-073	0.2%	118-245
High	119-070	119-093	0-022	0.1%	119-093
Low	118-298	119-013	0-035	0.1%	118-227
Close	119-033	119-030	-0-002	0.0%	119-030
Range	0-093	0-080	-0-013	-13.5%	0-185
ATR	0-082	0-082	0-000	-0.1%	0-000
Volume	24,874	10,422	-14,452	-58.1%	116,803

Daily Pivots for day following 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-285	119-238	119-074
R3	119-205	119-158	119-052
R2	119-125	119-125	119-045
R1	119-078	119-078	119-037	119-061
PP	119-045	119-045	119-045	119-037
S1	118-318	118-318	119-023	118-301
S2	118-285	118-285	119-015
S3	118-205	118-238	119-008
S4	118-125	118-158	118-306

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-245	120-163	119-132
R3	120-060	119-298	119-081
R2	119-195	119-195	119-064
R1	119-113	119-113	119-047	119-154
PP	119-010	119-010	119-010	119-031
S1	118-247	118-247	119-013	118-289
S2	118-145	118-145	118-316
S3	117-280	118-062	118-299
S4	117-095	117-197	118-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-093	118-185	0-228	0.6%	0-100	0.3%	73%	True	False	46,552
10	119-093	118-135	0-278	0.7%	0-082	0.2%	77%	True	False	564,639
20	119-093	118-058	1-035	0.9%	0-079	0.2%	82%	True	False	651,724
40	119-093	117-247	1-165	1.3%	0-075	0.2%	87%	True	False	630,509
60	119-093	117-133	1-280	1.6%	0-077	0.2%	90%	True	False	647,983
80	119-093	117-133	1-280	1.6%	0-078	0.2%	90%	True	False	667,627
100	119-093	117-067	2-025	1.7%	0-078	0.2%	91%	True	False	535,793
120	119-093	116-282	2-130	2.0%	0-074	0.2%	92%	True	False	446,526

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-113
2.618	119-302
1.618	119-222
1.000	119-173
0.618	119-142
HIGH	119-093
0.618	119-062
0.500	119-053
0.382	119-043
LOW	119-013
0.618	118-283
1.000	118-253
1.618	118-203
2.618	118-123
4.250	117-313

Fisher Pivots for day following 08-Sep-2017
Pivot	1 day	3 day
R1	119-053	119-029
PP	119-045	119-028
S1	119-038	119-026

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

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