ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 21-Sep-2017

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	118-093	118-018	-0-075	-0.2%	118-285
High	118-118	118-042	-0-075	-0.2%	119-002
Low	117-315	117-313	-0-002	0.0%	118-113
Close	118-010	117-318	-0-013	0.0%	118-127
Range	0-122	0-050	-0-073	-59.2%	0-210
ATR	0-078	0-076	-0-002	-2.5%	0-000
Volume	5,977	2,577	-3,400	-56.9%	64,237

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-161	118-129	118-025
R3	118-111	118-079	118-011
R2	118-061	118-061	118-007
R1	118-029	118-029	118-002	118-020
PP	118-011	118-011	118-011	118-006
S1	117-299	117-299	117-313	117-290
S2	117-281	117-281	117-308
S3	117-231	117-249	117-304
S4	117-181	117-199	117-290

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	118-180	117-313	0-187	0.5%	0-062	0.2%	3%	False	True	4,471
10	119-093	117-313	1-100	1.1%	0-067	0.2%	1%	False	True	9,415
20	119-093	117-313	1-100	1.1%	0-073	0.2%	1%	False	True	355,553
40	119-093	117-302	1-110	1.1%	0-072	0.2%	3%	False	False	492,070
60	119-093	117-133	1-280	1.6%	0-076	0.2%	31%	False	False	553,613
80	119-093	117-133	1-280	1.6%	0-076	0.2%	31%	False	False	592,380
100	119-093	117-067	2-025	1.8%	0-076	0.2%	38%	False	False	536,520
120	119-093	117-053	2-040	1.8%	0-079	0.2%	39%	False	False	447,223

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-255
2.618	118-173
1.618	118-123
1.000	118-092
0.618	118-073
HIGH	118-042
0.618	118-023
0.500	118-018
0.382	118-012
LOW	117-313
0.618	117-282
1.000	117-263
1.618	117-232
2.618	117-182
4.250	117-100

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	118-018	118-056
PP	118-011	118-037
S1	118-004	118-017

Download as Excel Spreadsheet

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

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