ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 22-Sep-2017

Day Change Summary
	Previous	Current
	21-Sep-2017	22-Sep-2017	Change	Change %	Previous Week
Open	118-018	118-035	0-018	0.0%	118-113
High	118-042	118-053	0-010	0.0%	118-120
Low	117-313	118-018	0-025	0.1%	117-313
Close	117-318	118-022	0-025	0.1%	118-022
Range	0-050	0-035	-0-015	-30.0%	0-127
ATR	0-076	0-074	-0-001	-2.0%	0-000
Volume	2,577	2,819	242	9.4%	22,312

Daily Pivots for day following 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-136	118-114	118-042
R3	118-101	118-079	118-032
R2	118-066	118-066	118-029
R1	118-044	118-044	118-026	118-038
PP	118-031	118-031	118-031	118-028
S1	118-009	118-009	118-019	118-002
S2	117-316	117-316	118-016
S3	117-281	117-294	118-013
S4	117-246	117-259	118-003

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-107	119-032	118-093
R3	118-300	118-225	118-058
R2	118-172	118-172	118-046
R1	118-097	118-097	118-034	118-071
PP	118-045	118-045	118-045	118-032
S1	117-290	117-290	118-011	117-264
S2	117-238	117-238	117-319
S3	117-110	117-163	117-307
S4	116-303	117-035	117-272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-120	117-313	0-127	0.3%	0-056	0.1%	24%	False	False	4,462
10	119-002	117-313	1-010	0.9%	0-063	0.2%	9%	False	False	8,654
20	119-093	117-313	1-100	1.1%	0-072	0.2%	7%	False	False	286,647
40	119-093	117-302	1-110	1.1%	0-072	0.2%	9%	False	False	471,137
60	119-093	117-133	1-280	1.6%	0-075	0.2%	35%	False	False	538,300
80	119-093	117-133	1-280	1.6%	0-076	0.2%	35%	False	False	580,841
100	119-093	117-067	2-025	1.8%	0-076	0.2%	41%	False	False	536,537
120	119-093	117-053	2-040	1.8%	0-078	0.2%	43%	False	False	447,247

Crabel Price Patterns
NR	True
NR4	True
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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-201
2.618	118-144
1.618	118-109
1.000	118-088
0.618	118-074
HIGH	118-053
0.618	118-039
0.500	118-035
0.382	118-031
LOW	118-018
0.618	117-316
1.000	117-302
1.618	117-281
2.618	117-246
4.250	117-189

Fisher Pivots for day following 22-Sep-2017
Pivot	1 day	3 day
R1	118-035	118-055
PP	118-031	118-044
S1	118-027	118-033

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

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