ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 27-Sep-2017

Day Change Summary
	Previous	Current
	26-Sep-2017	27-Sep-2017	Change	Change %	Previous Week
Open	118-070	118-002	-0-068	-0.2%	118-113
High	118-080	118-010	-0-070	-0.2%	118-120
Low	118-030	117-278	-0-073	-0.2%	117-313
Close	118-062	117-307	-0-075	-0.2%	118-022
Range	0-050	0-053	0-003	5.1%	0-127
ATR	0-072	0-075	0-002	3.2%	0-000
Volume	2,250	13,623	11,373	505.5%	22,312

Daily Pivots for day following 27-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-143	118-118	118-016
R3	118-090	118-065	118-002
R2	118-038	118-038	117-317
R1	118-013	118-013	117-312	117-319
PP	117-305	117-305	117-305	117-298
S1	117-280	117-280	117-303	117-266
S2	117-252	117-252	117-298
S3	117-200	117-227	117-293
S4	117-147	117-175	117-279

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	118-090	117-278	0-133	0.4%	0-052	0.1%	23%	False	True	4,948
10	118-185	117-278	0-227	0.6%	0-059	0.2%	13%	False	True	6,102
20	119-093	117-278	1-135	1.2%	0-070	0.2%	7%	False	True	64,746
40	119-093	117-278	1-135	1.2%	0-071	0.2%	7%	False	True	426,270
60	119-093	117-133	1-280	1.6%	0-073	0.2%	29%	False	False	500,202
80	119-093	117-133	1-280	1.6%	0-075	0.2%	29%	False	False	553,555
100	119-093	117-067	2-025	1.8%	0-075	0.2%	36%	False	False	536,596
120	119-093	117-053	2-040	1.8%	0-078	0.2%	37%	False	False	447,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-233
2.618	118-147
1.618	118-095
1.000	118-063
0.618	118-042
HIGH	118-010
0.618	117-310
0.500	117-304
0.382	117-298
LOW	117-278
0.618	117-245
1.000	117-225
1.618	117-193
2.618	117-140
4.250	117-054

Fisher Pivots for day following 27-Sep-2017
Pivot	1 day	3 day
R1	117-306	118-024
PP	117-305	118-012
S1	117-304	118-000

Download as Excel Spreadsheet

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

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