ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	117-265	117-240	-0-025	-0.1%	117-318
High	117-275	117-310	0-035	0.1%	117-318
Low	117-247	117-227	-0-020	-0.1%	117-160
Close	117-262	117-310	0-048	0.1%	117-265
Range	0-028	0-083	0-055	199.9%	0-158
ATR	0-062	0-064	0-001	2.4%	0-000
Volume	17	5,498	5,481	32,241.2%	5,043

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-210	118-183	118-035
R3	118-128	118-100	118-013
R2	118-045	118-045	118-005
R1	118-018	118-018	117-318	118-031
PP	117-283	117-283	117-283	117-289
S1	117-255	117-255	117-302	117-269
S2	117-200	117-200	117-295
S3	117-117	117-172	117-287
S4	117-035	117-090	117-265

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-080	119-010	118-032
R3	118-243	118-173	117-308
R2	118-085	118-085	117-294
R1	118-015	118-015	117-279	117-291
PP	117-247	117-247	117-247	117-226
S1	117-177	117-177	117-251	117-134
S2	117-090	117-090	117-236
S3	116-252	117-020	117-222
S4	116-095	116-182	117-178

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-310	117-160	0-150	0.4%	0-070	0.2%	100%	True	False	1,700
10	117-318	117-160	0-158	0.4%	0-062	0.2%	95%	False	False	1,240
20	117-318	117-033	0-285	0.8%	0-063	0.2%	97%	False	False	1,031
40	118-067	117-033	1-035	0.9%	0-033	0.1%	78%	False	False	523

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-021
2.618	118-206
1.618	118-124
1.000	118-073
0.618	118-041
HIGH	117-310
0.618	117-278
0.500	117-269
0.382	117-259
LOW	117-227
0.618	117-176
1.000	117-145
1.618	117-094
2.618	117-011
4.250	116-197

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	117-296	117-291
PP	117-283	117-272
S1	117-269	117-253

Download as Excel Spreadsheet

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

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