ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 20-Sep-2017

Day Change Summary
	Previous	Current
	19-Sep-2017	20-Sep-2017	Change	Change %	Previous Week
Open	118-110	118-093	-0-018	0.0%	118-285
High	118-120	118-118	-0-002	0.0%	119-002
Low	118-075	117-315	-0-080	-0.2%	118-113
Close	118-080	118-010	-0-070	-0.2%	118-127
Range	0-045	0-122	0-078	172.3%	0-210
ATR	0-074	0-078	0-003	4.6%	0-000
Volume	6,644	5,977	-667	-10.0%	64,237

Daily Pivots for day following 20-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-088	119-012	118-077
R3	118-286	118-209	118-044
R2	118-163	118-163	118-032
R1	118-087	118-087	118-021	118-064
PP	118-041	118-041	118-041	118-029
S1	117-284	117-284	117-319	117-261
S2	117-238	117-238	117-308
S3	117-116	117-162	117-296
S4	116-313	117-039	117-263

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	118-185	117-315	0-190	0.5%	0-067	0.2%	8%	False	True	7,256
10	119-093	117-315	1-098	1.1%	0-071	0.2%	4%	False	True	11,644
20	119-093	117-315	1-098	1.1%	0-074	0.2%	4%	False	True	404,787
40	119-093	117-265	1-148	1.2%	0-074	0.2%	14%	False	False	516,920
60	119-093	117-133	1-280	1.6%	0-077	0.2%	33%	False	False	569,277
80	119-093	117-133	1-280	1.6%	0-077	0.2%	33%	False	False	607,661
100	119-093	117-067	2-025	1.8%	0-076	0.2%	39%	False	False	536,499
120	119-093	116-310	2-102	2.0%	0-079	0.2%	46%	False	False	447,202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	119-318
2.618	119-118
1.618	118-316
1.000	118-240
0.618	118-193
HIGH	118-118
0.618	118-071
0.500	118-056
0.382	118-042
LOW	117-315
0.618	117-239
1.000	117-193
1.618	117-117
2.618	116-314
4.250	116-114

Fisher Pivots for day following 20-Sep-2017
Pivot	1 day	3 day
R1	118-056	118-058
PP	118-041	118-042
S1	118-025	118-026

Download as Excel Spreadsheet

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

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