ECBOT 5 Year T-Note Future December 2017

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

Day Change Summary
	Previous	Current
	25-Jul-2017	26-Jul-2017	Change	Change %	Previous Week
Open	117-250	117-190	-0-060	-0.2%	117-210
High	117-275	117-282	0-007	0.0%	117-310
Low	117-160	117-160	0-000	0.0%	117-190
Close	117-170	117-278	0-107	0.3%	117-302
Range	0-115	0-122	0-007	6.5%	0-120
ATR	0-059	0-064	0-005	7.6%	0-000
Volume	1,004	1,870	866	86.3%	2,887

Daily Pivots for day following 26-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-287	118-245	118-025
R3	118-165	118-122	117-311
R2	118-042	118-042	117-300
R1	118-000	118-000	117-289	118-021
PP	117-240	117-240	117-240	117-251
S1	117-198	117-198	117-266	117-219
S2	117-118	117-118	117-255
S3	116-315	117-075	117-244
S4	116-193	116-273	117-210

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%	0-074	0.2%	75%	False	True	1,103
10	117-318	117-122	0-195	0.5%	0-068	0.2%	79%	False	False	779
20	117-318	117-033	0-285	0.8%	0-055	0.1%	86%	False	False	710
40	118-067	117-033	1-035	0.9%	0-028	0.1%	69%	False	False	357

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	0-018
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	119-163
2.618	118-283
1.618	118-161
1.000	118-085
0.618	118-038
HIGH	117-282
0.618	117-236
0.500	117-221
0.382	117-207
LOW	117-160
0.618	117-084
1.000	117-038
1.618	116-282
2.618	116-159
4.250	115-279

Fisher Pivots for day following 26-Jul-2017
Pivot	1 day	3 day
R1	117-259	117-265
PP	117-240	117-252
S1	117-221	117-239

Download as Excel Spreadsheet

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

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