ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	117-275	118-005	0-050	0.1%	117-265
High	118-025	118-013	-0-012	0.0%	118-025
Low	117-270	117-250	-0-020	-0.1%	117-227
Close	118-005	117-278	-0-047	-0.1%	117-278
Range	0-075	0-082	0-008	10.0%	0-118
ATR	0-064	0-065	0-001	2.1%	0-000
Volume	6,005	2,546	-3,459	-57.6%	15,476

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-214	118-168	118-003
R3	118-132	118-086	117-300
R2	118-049	118-049	117-293
R1	118-003	118-003	117-285	117-305
PP	117-287	117-287	117-287	117-278
S1	117-241	117-241	117-270	117-223
S2	117-204	117-204	117-262
S3	117-122	117-158	117-255
S4	117-039	117-076	117-232

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-316	118-254	118-022
R3	118-198	118-137	117-310
R2	118-081	118-081	117-299
R1	118-019	118-019	117-288	118-050
PP	117-283	117-283	117-283	117-299
S1	117-222	117-222	117-267	117-252
S2	117-166	117-166	117-256
S3	117-048	117-104	117-245
S4	116-251	116-307	117-213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-025	117-227	0-118	0.3%	0-063	0.2%	43%	False	False	3,095
10	118-025	117-160	0-185	0.5%	0-073	0.2%	64%	False	False	2,051
20	118-025	117-053	0-292	0.8%	0-064	0.2%	77%	False	False	1,337
40	118-050	117-033	1-018	0.9%	0-038	0.1%	73%	False	False	772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-043
2.618	118-228
1.618	118-146
1.000	118-095
0.618	118-063
HIGH	118-013
0.618	117-301
0.500	117-291
0.382	117-282
LOW	117-250
0.618	117-199
1.000	117-168
1.618	117-117
2.618	117-034
4.250	116-219

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	117-291	117-298
PP	117-287	117-291
S1	117-282	117-284

Download as Excel Spreadsheet

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

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