ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 19-Sep-2017

Day Change Summary
	Previous	Current
	18-Sep-2017	19-Sep-2017	Change	Change %	Previous Week
Open	118-113	118-110	-0-002	0.0%	118-285
High	118-118	118-120	0-002	0.0%	119-002
Low	118-087	118-075	-0-012	0.0%	118-113
Close	118-095	118-080	-0-015	0.0%	118-127
Range	0-030	0-045	0-015	49.9%	0-210
ATR	0-077	0-074	-0-002	-2.9%	0-000
Volume	4,295	6,644	2,349	54.7%	64,237

Daily Pivots for day following 19-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-227	118-198	118-105
R3	118-182	118-153	118-092
R2	118-137	118-137	118-088
R1	118-108	118-108	118-084	118-100
PP	118-092	118-092	118-092	118-088
S1	118-063	118-063	118-076	118-055
S2	118-047	118-047	118-072
S3	118-002	118-018	118-068
S4	117-277	117-293	118-055

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	118-227	118-075	0-152	0.4%	0-055	0.1%	3%	False	True	8,345
10	119-093	118-075	1-018	0.9%	0-067	0.2%	1%	False	True	13,935
20	119-093	118-075	1-018	0.9%	0-071	0.2%	1%	False	True	443,723
40	119-093	117-265	1-148	1.2%	0-074	0.2%	29%	False	False	534,954
60	119-093	117-133	1-280	1.6%	0-076	0.2%	45%	False	False	577,578
80	119-093	117-133	1-280	1.6%	0-076	0.2%	45%	False	False	620,175
100	119-093	117-067	2-025	1.8%	0-076	0.2%	50%	False	False	536,448
120	119-093	116-295	2-118	2.0%	0-078	0.2%	56%	False	False	447,152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-311
2.618	118-238
1.618	118-193
1.000	118-165
0.618	118-148
HIGH	118-120
0.618	118-103
0.500	118-098
0.382	118-092
LOW	118-075
0.618	118-047
1.000	118-030
1.618	118-002
2.618	117-277
4.250	117-204

Fisher Pivots for day following 19-Sep-2017
Pivot	1 day	3 day
R1	118-098	118-128
PP	118-092	118-112
S1	118-086	118-096

Download as Excel Spreadsheet

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

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