ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	117-240	117-262	0-022	0.1%	117-318
High	117-310	117-305	-0-005	0.0%	117-318
Low	117-227	117-258	0-030	0.1%	117-160
Close	117-310	117-280	-0-030	-0.1%	117-265
Range	0-083	0-047	-0-035	-42.5%	0-158
ATR	0-064	0-063	-0-001	-1.2%	0-000
Volume	5,498	1,410	-4,088	-74.4%	5,043

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-103	118-079	117-306
R3	118-056	118-032	117-293
R2	118-008	118-008	117-289
R1	117-304	117-304	117-284	117-316
PP	117-281	117-281	117-281	117-287
S1	117-257	117-257	117-276	117-269
S2	117-233	117-233	117-271
S3	117-186	117-209	117-267
S4	117-138	117-162	117-254

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	117-195	0-115	0.3%	0-055	0.1%	74%	False	False	1,608
10	117-318	117-160	0-158	0.4%	0-065	0.2%	76%	False	False	1,355
20	117-318	117-033	0-285	0.8%	0-063	0.2%	87%	False	False	957
40	118-050	117-033	1-018	0.9%	0-034	0.1%	73%	False	False	558

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-187
2.618	118-109
1.618	118-062
1.000	118-032
0.618	118-014
HIGH	117-305
0.618	117-287
0.500	117-281
0.382	117-276
LOW	117-258
0.618	117-228
1.000	117-210
1.618	117-181
2.618	117-133
4.250	117-056

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	117-281	117-276
PP	117-281	117-273
S1	117-280	117-269

Download as Excel Spreadsheet

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

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