ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	117-133	117-185	0-052	0.1%	117-060
High	117-218	117-187	-0-030	-0.1%	117-122
Low	117-115	117-122	0-007	0.0%	117-033
Close	117-165	117-150	-0-015	0.0%	117-035
Range	0-102	0-065	-0-038	-36.6%	0-090
ATR	0-054	0-055	0-001	1.4%	0-000
Volume	1,038	695	-343	-33.0%	3,846

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-028	117-314	117-186
R3	117-283	117-249	117-168
R2	117-218	117-218	117-162
R1	117-184	117-184	117-156	117-169
PP	117-153	117-153	117-153	117-146
S1	117-119	117-119	117-144	117-104
S2	117-088	117-088	117-138
S3	117-023	117-054	117-132
S4	116-278	116-309	117-114

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-013	117-274	117-084
R3	117-243	117-184	117-060
R2	117-153	117-153	117-052
R1	117-094	117-094	117-043	117-079
PP	117-063	117-063	117-063	117-056
S1	117-004	117-004	117-027	116-309
S2	116-293	116-293	117-019
S3	116-203	116-234	117-010
S4	116-113	116-144	116-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-218	117-035	0-182	0.5%	0-060	0.2%	63%	False	False	689
10	117-222	117-033	0-190	0.5%	0-049	0.1%	62%	False	False	690
20	118-025	117-033	0-312	0.8%	0-025	0.1%	38%	False	False	359

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-144
2.618	118-038
1.618	117-293
1.000	117-252
0.618	117-228
HIGH	117-187
0.618	117-163
0.500	117-155
0.382	117-147
LOW	117-122
0.618	117-082
1.000	117-058
1.618	117-017
2.618	116-272
4.250	116-166

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	117-155	117-145
PP	117-153	117-140
S1	117-152	117-135

Download as Excel Spreadsheet

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

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