ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 25-Jul-2017

Day Change Summary
	Previous	Current
	24-Jul-2017	25-Jul-2017	Change	Change %	Previous Week
Open	117-318	117-250	-0-067	-0.2%	117-210
High	117-318	117-275	-0-042	-0.1%	117-310
Low	117-258	117-160	-0-098	-0.3%	117-190
Close	117-270	117-170	-0-100	-0.3%	117-302
Range	0-060	0-115	0-055	91.7%	0-120
ATR	0-055	0-059	0-004	7.8%	0-000
Volume	1,053	1,004	-49	-4.7%	2,887

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-227	118-153	117-233
R3	118-112	118-038	117-202
R2	117-317	117-317	117-191
R1	117-243	117-243	117-181	117-223
PP	117-202	117-202	117-202	117-191
S1	117-128	117-128	117-159	117-108
S2	117-087	117-087	117-149
S3	116-292	117-013	117-138
S4	116-177	116-218	117-107

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-308	118-265	118-048
R3	118-188	118-145	118-015
R2	118-068	118-068	118-004
R1	118-025	118-025	117-313	118-046
PP	117-268	117-268	117-268	117-278
S1	117-225	117-225	117-291	117-246
S2	117-148	117-148	117-280
S3	117-028	117-105	117-269
S4	116-228	116-305	117-236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-318	117-160	0-158	0.4%	0-055	0.1%	6%	False	True	780
10	117-318	117-115	0-202	0.5%	0-066	0.2%	27%	False	False	696
20	117-318	117-033	0-285	0.8%	0-049	0.1%	48%	False	False	616
40	118-067	117-033	1-035	0.9%	0-024	0.1%	39%	False	False	310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-124
2.618	118-256
1.618	118-141
1.000	118-070
0.618	118-026
HIGH	117-275
0.618	117-231
0.500	117-218
0.382	117-204
LOW	117-160
0.618	117-089
1.000	117-045
1.618	116-294
2.618	116-179
4.250	115-311

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	117-218	117-239
PP	117-202	117-216
S1	117-186	117-193

Download as Excel Spreadsheet

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

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