ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	118-058	118-070	0-013	0.0%	118-113
High	118-090	118-080	-0-010	0.0%	118-120
Low	118-018	118-030	0-013	0.0%	117-313
Close	118-078	118-062	-0-015	0.0%	118-022
Range	0-073	0-050	-0-023	-31.1%	0-127
ATR	0-074	0-072	-0-002	-2.3%	0-000
Volume	3,471	2,250	-1,221	-35.2%	22,312

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-207	118-185	118-090
R3	118-157	118-135	118-076
R2	118-107	118-107	118-072
R1	118-085	118-085	118-067	118-071
PP	118-058	118-058	118-058	118-051
S1	118-035	118-035	118-058	118-021
S2	118-008	118-008	118-053
S3	117-278	117-305	118-049
S4	117-228	117-255	118-035

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	118-118	117-313	0-125	0.3%	0-066	0.2%	56%	False	False	3,418
10	118-227	117-313	0-235	0.6%	0-060	0.2%	30%	False	False	5,881
20	119-093	117-313	1-100	1.1%	0-073	0.2%	17%	False	False	132,526
40	119-093	117-313	1-100	1.1%	0-072	0.2%	17%	False	False	442,163
60	119-093	117-133	1-280	1.6%	0-074	0.2%	42%	False	False	507,594
80	119-093	117-133	1-280	1.6%	0-075	0.2%	42%	False	False	560,350
100	119-093	117-067	2-025	1.8%	0-075	0.2%	47%	False	False	536,464
120	119-093	117-053	2-040	1.8%	0-078	0.2%	49%	False	False	447,294

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-292
2.618	118-211
1.618	118-161
1.000	118-130
0.618	118-111
HIGH	118-080
0.618	118-061
0.500	118-055
0.382	118-049
LOW	118-030
0.618	117-319
1.000	117-300
1.618	117-269
2.618	117-219
4.250	117-138

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	118-060	118-060
PP	118-058	118-057
S1	118-055	118-054

Download as Excel Spreadsheet

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

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