ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 18-Sep-2017

Day Change Summary
	Previous	Current
	15-Sep-2017	18-Sep-2017	Change	Change %	Previous Week
Open	118-162	118-113	-0-050	-0.1%	118-285
High	118-180	118-118	-0-062	-0.2%	119-002
Low	118-115	118-087	-0-028	-0.1%	118-113
Close	118-127	118-095	-0-032	-0.1%	118-127
Range	0-065	0-030	-0-035	-53.8%	0-210
ATR	0-079	0-077	-0-003	-3.5%	0-000
Volume	2,865	4,295	1,430	49.9%	64,237

Daily Pivots for day following 18-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-190	118-173	118-112
R3	118-160	118-143	118-103
R2	118-130	118-130	118-101
R1	118-113	118-113	118-098	118-106
PP	118-100	118-100	118-100	118-097
S1	118-082	118-082	118-092	118-076
S2	118-070	118-070	118-090
S3	118-040	118-052	118-087
S4	118-010	118-022	118-078

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	118-260	118-087	0-173	0.5%	0-059	0.2%	4%	False	True	12,344
10	119-093	118-087	1-005	0.9%	0-075	0.2%	2%	False	True	18,533
20	119-093	118-087	1-005	0.9%	0-071	0.2%	2%	False	True	466,754
40	119-093	117-265	1-148	1.2%	0-074	0.2%	32%	False	False	544,852
60	119-093	117-133	1-280	1.6%	0-076	0.2%	47%	False	False	584,308
80	119-093	117-133	1-280	1.6%	0-076	0.2%	47%	False	False	638,499
100	119-093	117-067	2-025	1.8%	0-076	0.2%	52%	False	False	536,400
120	119-093	116-295	2-118	2.0%	0-077	0.2%	58%	False	False	447,097

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	0-013
Narrowest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	118-245
2.618	118-196
1.618	118-166
1.000	118-148
0.618	118-136
HIGH	118-118
0.618	118-106
0.500	118-102
0.382	118-099
LOW	118-087
0.618	118-069
1.000	118-057
1.618	118-039
2.618	118-009
4.250	117-280

Fisher Pivots for day following 18-Sep-2017
Pivot	1 day	3 day
R1	118-102	118-136
PP	118-100	118-122
S1	118-098	118-109

Download as Excel Spreadsheet

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

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