ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	118-285	118-260	-0-025	-0.1%	118-245
High	119-002	118-260	-0-062	-0.2%	119-093
Low	118-245	118-193	-0-052	-0.1%	118-227
Close	118-265	118-210	-0-055	-0.1%	119-030
Range	0-078	0-067	-0-010	-12.9%	0-185
ATR	0-083	0-082	-0-001	-0.9%	0-000
Volume	6,809	26,642	19,833	291.3%	116,803

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-103	119-064	118-247
R3	119-036	118-317	118-229
R2	118-288	118-288	118-222
R1	118-249	118-249	118-216	118-235
PP	118-221	118-221	118-221	118-214
S1	118-182	118-182	118-204	118-168
S2	118-153	118-153	118-198
S3	118-086	118-114	118-191
S4	118-018	118-047	118-173

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	118-193	0-220	0.6%	0-080	0.2%	8%	False	True	19,526
10	119-093	118-185	0-228	0.6%	0-085	0.2%	11%	False	False	259,171
20	119-093	118-058	1-035	0.9%	0-079	0.2%	43%	False	False	591,826
40	119-093	117-265	1-148	1.2%	0-074	0.2%	57%	False	False	601,213
60	119-093	117-133	1-280	1.6%	0-076	0.2%	66%	False	False	624,801
80	119-093	117-133	1-280	1.6%	0-076	0.2%	66%	False	False	665,801
100	119-093	117-067	2-025	1.8%	0-078	0.2%	70%	False	False	536,103
120	119-093	116-295	2-118	2.0%	0-076	0.2%	73%	False	False	446,805

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	119-227
2.618	119-117
1.618	119-049
1.000	119-007
0.618	118-302
HIGH	118-260
0.618	118-234
0.500	118-226
0.382	118-218
LOW	118-193
0.618	118-151
1.000	118-125
1.618	118-083
2.618	118-016
4.250	117-226

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	118-226	118-303
PP	118-221	118-272
S1	118-215	118-241

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

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