ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	119-050	118-285	-0-085	-0.2%	118-245
High	119-093	119-002	-0-090	-0.2%	119-093
Low	119-013	118-245	-0-088	-0.2%	118-227
Close	119-030	118-265	-0-085	-0.2%	119-030
Range	0-080	0-078	-0-002	-3.1%	0-185
ATR	0-082	0-083	0-002	2.1%	0-000
Volume	10,422	6,809	-3,613	-34.7%	116,803

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-190	119-145	118-308
R3	119-113	119-067	118-286
R2	119-035	119-035	118-279
R1	118-310	118-310	118-272	118-294
PP	118-277	118-277	118-277	118-269
S1	118-232	118-232	118-258	118-216
S2	118-200	118-200	118-251
S3	118-122	118-155	118-244
S4	118-045	118-077	118-222

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	118-227	0-185	0.5%	0-091	0.2%	20%	False	False	24,722
10	119-093	118-165	0-248	0.7%	0-084	0.2%	40%	False	False	400,362
20	119-093	118-058	1-035	0.9%	0-078	0.2%	58%	False	False	617,106
40	119-093	117-265	1-148	1.2%	0-074	0.2%	68%	False	False	611,068
60	119-093	117-133	1-280	1.6%	0-077	0.2%	75%	False	False	634,648
80	119-093	117-133	1-280	1.6%	0-077	0.2%	75%	False	False	666,705
100	119-093	117-067	2-025	1.7%	0-078	0.2%	78%	False	False	535,841
120	119-093	116-295	2-118	2.0%	0-075	0.2%	81%	False	False	446,583

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	0-020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-012
2.618	119-205
1.618	119-128
1.000	119-080
0.618	119-050
HIGH	119-002
0.618	118-293
0.500	118-284
0.382	118-275
LOW	118-245
0.618	118-197
1.000	118-167
1.618	118-120
2.618	118-042
4.250	117-236

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	118-284	119-009
PP	118-277	118-307
S1	118-271	118-286

Download as Excel Spreadsheet

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

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