ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	118-005	117-278	-0-047	-0.1%	117-265
High	118-013	117-302	-0-030	-0.1%	118-025
Low	117-250	117-255	0-005	0.0%	117-227
Close	117-278	117-300	0-022	0.1%	117-278
Range	0-082	0-047	-0-035	-42.4%	0-118
ATR	0-065	0-064	-0-001	-1.9%	0-000
Volume	2,546	2,173	-373	-14.7%	15,476

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-108	118-092	118-006
R3	118-061	118-044	117-313
R2	118-013	118-013	117-309
R1	117-317	117-317	117-304	118-005
PP	117-286	117-286	117-286	117-290
S1	117-269	117-269	117-296	117-278
S2	117-238	117-238	117-291
S3	117-191	117-222	117-287
S4	117-143	117-174	117-274

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%	0-067	0.2%	62%	False	False	3,526
10	118-025	117-160	0-185	0.5%	0-072	0.2%	76%	False	False	2,163
20	118-025	117-053	0-292	0.8%	0-066	0.2%	85%	False	False	1,430
40	118-050	117-033	1-018	0.9%	0-040	0.1%	79%	False	False	826

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	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-184
2.618	118-107
1.618	118-059
1.000	118-030
0.618	118-012
HIGH	117-302
0.618	117-284
0.500	117-279
0.382	117-273
LOW	117-255
0.618	117-226
1.000	117-208
1.618	117-178
2.618	117-131
4.250	117-053

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	117-293	117-299
PP	117-286	117-298
S1	117-279	117-298

Download as Excel Spreadsheet

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

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