ECBOT 5 Year T-Note Future December 2017

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

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	117-190	117-245	0-055	0.1%	117-210
High	117-282	117-255	-0-027	-0.1%	117-310
Low	117-160	117-213	0-053	0.1%	117-190
Close	117-278	117-245	-0-033	-0.1%	117-302
Range	0-122	0-042	-0-080	-65.3%	0-120
ATR	0-064	0-064	0-000	0.1%	0-000
Volume	1,870	472	-1,398	-74.8%	2,887

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-045	118-027	117-268
R3	118-002	117-305	117-257
R2	117-280	117-280	117-253
R1	117-262	117-262	117-249	117-266
PP	117-238	117-238	117-238	117-239
S1	117-220	117-220	117-241	117-224
S2	117-195	117-195	117-237
S3	117-153	117-178	117-233
S4	117-110	117-135	117-222

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%	54%	False	False	1,111
10	117-318	117-147	0-170	0.5%	0-065	0.2%	57%	False	False	757
20	117-318	117-033	0-285	0.8%	0-057	0.2%	75%	False	False	723
40	118-067	117-033	1-035	0.9%	0-029	0.1%	60%	False	False	369

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-116
2.618	118-046
1.618	118-004
1.000	117-298
0.618	117-281
HIGH	117-255
0.618	117-239
0.500	117-234
0.382	117-229
LOW	117-213
0.618	117-186
1.000	117-170
1.618	117-144
2.618	117-101
4.250	117-032

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	117-241	117-237
PP	117-238	117-229
S1	117-234	117-221

Download as Excel Spreadsheet

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

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