ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	117-300	117-318	0-018	0.0%	117-265
High	117-302	118-053	0-070	0.2%	118-025
Low	117-253	117-302	0-050	0.1%	117-227
Close	117-270	118-007	0-057	0.2%	117-278
Range	0-050	0-070	0-020	40.1%	0-118
ATR	0-063	0-066	0-003	4.5%	0-000
Volume	4,434	2,047	-2,387	-53.8%	15,476

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-224	118-186	118-046
R3	118-154	118-116	118-027
R2	118-084	118-084	118-020
R1	118-046	118-046	118-014	118-065
PP	118-014	118-014	118-014	118-024
S1	117-296	117-296	118-001	117-315
S2	117-264	117-264	117-315
S3	117-194	117-226	117-308
S4	117-124	117-156	117-289

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	118-053	117-250	0-122	0.3%	0-065	0.2%	63%	True	False	3,441
10	118-053	117-195	0-178	0.5%	0-060	0.2%	75%	True	False	2,524
20	118-053	117-122	0-250	0.7%	0-064	0.2%	82%	True	False	1,651
40	118-053	117-033	1-020	0.9%	0-043	0.1%	87%	True	False	988

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	0-011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-030
2.618	118-236
1.618	118-166
1.000	118-123
0.618	118-096
HIGH	118-053
0.618	118-026
0.500	118-018
0.382	118-009
LOW	117-302
0.618	117-259
1.000	117-232
1.618	117-189
2.618	117-119
4.250	117-005

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	118-018	118-002
PP	118-014	117-318
S1	118-011	117-313

Download as Excel Spreadsheet

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

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