ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	118-260	118-213	-0-047	-0.1%	118-245
High	118-260	118-227	-0-033	-0.1%	119-093
Low	118-193	118-165	-0-028	-0.1%	118-227
Close	118-210	118-170	-0-040	-0.1%	119-030
Range	0-067	0-062	-0-005	-7.4%	0-185
ATR	0-082	0-081	-0-001	-1.7%	0-000
Volume	26,642	11,422	-15,220	-57.1%	116,803

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-055	119-015	118-204
R3	118-312	118-273	118-187
R2	118-250	118-250	118-181
R1	118-210	118-210	118-176	118-199
PP	118-187	118-187	118-187	118-182
S1	118-148	118-148	118-164	118-136
S2	118-125	118-125	118-159
S3	118-063	118-085	118-153
S4	118-000	118-023	118-136

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	118-165	0-248	0.7%	0-076	0.2%	2%	False	True	16,033
10	119-093	118-165	0-248	0.7%	0-081	0.2%	2%	False	True	123,390
20	119-093	118-058	1-035	0.9%	0-077	0.2%	32%	False	False	561,210
40	119-093	117-265	1-148	1.2%	0-074	0.2%	48%	False	False	583,987
60	119-093	117-133	1-280	1.6%	0-076	0.2%	60%	False	False	613,367
80	119-093	117-133	1-280	1.6%	0-076	0.2%	60%	False	False	664,574
100	119-093	117-067	2-025	1.8%	0-078	0.2%	64%	False	False	536,199
120	119-093	116-295	2-118	2.0%	0-076	0.2%	68%	False	False	446,900

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	0-019
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-173
2.618	119-071
1.618	119-009
1.000	118-290
0.618	118-266
HIGH	118-227
0.618	118-204
0.500	118-196
0.382	118-189
LOW	118-165
0.618	118-126
1.000	118-102
1.618	118-064
2.618	118-001
4.250	117-219

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	118-196	118-244
PP	118-187	118-219
S1	118-179	118-195

Download as Excel Spreadsheet

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

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