ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 14-Sep-2017

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	118-213	118-182	-0-030	-0.1%	118-245
High	118-227	118-185	-0-042	-0.1%	119-093
Low	118-165	118-113	-0-052	-0.1%	118-227
Close	118-170	118-153	-0-018	0.0%	119-030
Range	0-062	0-072	0-010	16.0%	0-185
ATR	0-081	0-080	-0-001	-0.8%	0-000
Volume	11,422	16,499	5,077	44.4%	116,803

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-047	119-012	118-192
R3	118-295	118-260	118-172
R2	118-222	118-222	118-166
R1	118-187	118-187	118-159	118-169
PP	118-150	118-150	118-150	118-141
S1	118-115	118-115	118-146	118-096
S2	118-078	118-078	118-139
S3	118-005	118-043	118-133
S4	117-253	117-290	118-113

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	118-113	0-300	0.8%	0-072	0.2%	13%	False	True	14,358
10	119-093	118-113	0-300	0.8%	0-083	0.2%	13%	False	True	49,425
20	119-093	118-105	0-308	0.8%	0-075	0.2%	15%	False	False	528,384
40	119-093	117-265	1-148	1.2%	0-075	0.2%	44%	False	False	572,324
60	119-093	117-133	1-280	1.6%	0-076	0.2%	57%	False	False	602,803
80	119-093	117-133	1-280	1.6%	0-077	0.2%	57%	False	False	661,305
100	119-093	117-067	2-025	1.8%	0-077	0.2%	61%	False	False	536,348
120	119-093	116-295	2-118	2.0%	0-077	0.2%	66%	False	False	447,037

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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-173
2.618	119-055
1.618	118-302
1.000	118-257
0.618	118-230
HIGH	118-185
0.618	118-157
0.500	118-149
0.382	118-140
LOW	118-113
0.618	118-068
1.000	118-040
1.618	117-315
2.618	117-243
4.250	117-124

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	118-151	118-186
PP	118-150	118-175
S1	118-149	118-164

Download as Excel Spreadsheet

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

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