ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 28-Sep-2017

Day Change Summary
	Previous	Current
	27-Sep-2017	28-Sep-2017	Change	Change %	Previous Week
Open	118-002	117-295	-0-027	-0.1%	118-113
High	118-010	118-022	0-012	0.0%	118-120
Low	117-278	117-255	-0-022	-0.1%	117-313
Close	117-307	118-020	0-033	0.1%	118-022
Range	0-053	0-087	0-035	66.6%	0-127
ATR	0-075	0-076	0-001	1.2%	0-000
Volume	13,623	2,187	-11,436	-83.9%	22,312

Daily Pivots for day following 28-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-255	118-225	118-068
R3	118-167	118-137	118-044
R2	118-080	118-080	118-036
R1	118-050	118-050	118-028	118-065
PP	117-313	117-313	117-313	118-000
S1	117-283	117-283	118-012	117-298
S2	117-225	117-225	118-004
S3	117-138	117-195	117-316
S4	117-050	117-108	117-292

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	117-255	0-155	0.4%	0-060	0.2%	55%	False	True	4,870
10	118-180	117-255	0-245	0.6%	0-061	0.2%	35%	False	True	4,670
20	119-093	117-255	1-158	1.3%	0-072	0.2%	18%	False	True	27,048
40	119-093	117-255	1-158	1.3%	0-072	0.2%	18%	False	True	410,463
60	119-093	117-133	1-280	1.6%	0-073	0.2%	35%	False	False	486,279
80	119-093	117-133	1-280	1.6%	0-075	0.2%	35%	False	False	544,942
100	119-093	117-067	2-025	1.8%	0-075	0.2%	41%	False	False	536,545
120	119-093	117-053	2-040	1.8%	0-078	0.2%	42%	False	False	447,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-074
2.618	118-252
1.618	118-164
1.000	118-110
0.618	118-077
HIGH	118-022
0.618	117-309
0.500	117-299
0.382	117-288
LOW	117-255
0.618	117-201
1.000	117-168
1.618	117-113
2.618	117-026
4.250	116-203

Fisher Pivots for day following 28-Sep-2017
Pivot	1 day	3 day
R1	118-006	118-016
PP	117-313	118-012
S1	117-299	118-008

Download as Excel Spreadsheet

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

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