ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	118-182	118-162	-0-020	-0.1%	118-285
High	118-185	118-180	-0-005	0.0%	119-002
Low	118-113	118-115	0-002	0.0%	118-113
Close	118-153	118-127	-0-025	-0.1%	118-127
Range	0-072	0-065	-0-007	-10.3%	0-210
ATR	0-080	0-079	-0-001	-1.4%	0-000
Volume	16,499	2,865	-13,634	-82.6%	64,237

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-016	118-297	118-163
R3	118-271	118-232	118-145
R2	118-206	118-206	118-139
R1	118-167	118-167	118-133	118-154
PP	118-141	118-141	118-141	118-134
S1	118-102	118-102	118-122	118-089
S2	118-076	118-076	118-116
S3	118-011	118-037	118-110
S4	117-266	117-292	118-092

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-177	120-042	118-243
R3	119-287	119-152	118-185
R2	119-077	119-077	118-166
R1	118-262	118-262	118-147	118-225
PP	118-187	118-187	118-187	118-169
S1	118-053	118-053	118-108	118-015
S2	117-298	117-298	118-089
S3	117-088	117-163	118-070
S4	116-198	116-273	118-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-002	118-113	0-210	0.6%	0-069	0.2%	7%	False	False	12,847
10	119-093	118-113	0-300	0.8%	0-084	0.2%	5%	False	False	29,699
20	119-093	118-113	0-300	0.8%	0-074	0.2%	5%	False	False	498,976
40	119-093	117-265	1-148	1.2%	0-075	0.2%	39%	False	False	557,204
60	119-093	117-133	1-280	1.6%	0-076	0.2%	52%	False	False	592,360
80	119-093	117-133	1-280	1.6%	0-076	0.2%	52%	False	False	648,905
100	119-093	117-067	2-025	1.8%	0-077	0.2%	57%	False	False	536,370
120	119-093	116-295	2-118	2.0%	0-077	0.2%	62%	False	False	447,061

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-136
2.618	119-030
1.618	118-285
1.000	118-245
0.618	118-220
HIGH	118-180
0.618	118-155
0.500	118-148
0.382	118-140
LOW	118-115
0.618	118-075
1.000	118-050
1.618	118-010
2.618	117-265
4.250	117-159

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	118-148	118-170
PP	118-141	118-156
S1	118-134	118-142

Download as Excel Spreadsheet

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

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