ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	117-318	117-310	-0-007	0.0%	117-265
High	118-053	118-055	0-002	0.0%	118-025
Low	117-302	117-305	0-002	0.0%	117-227
Close	118-007	118-035	0-028	0.1%	117-278
Range	0-070	0-070	0-000	0.0%	0-118
ATR	0-066	0-066	0-000	0.5%	0-000
Volume	2,047	6,858	4,811	235.0%	15,476

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-235	118-205	118-074
R3	118-165	118-135	118-054
R2	118-095	118-095	118-048
R1	118-065	118-065	118-041	118-080
PP	118-025	118-025	118-025	118-033
S1	117-315	117-315	118-029	118-010
S2	117-275	117-275	118-022
S3	117-205	117-245	118-016
S4	117-135	117-175	117-316

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	118-055	117-250	0-125	0.3%	0-064	0.2%	84%	True	False	3,611
10	118-055	117-195	0-180	0.5%	0-063	0.2%	89%	True	False	3,163
20	118-055	117-147	0-228	0.6%	0-064	0.2%	91%	True	False	1,960
40	118-055	117-033	1-022	0.9%	0-044	0.1%	94%	True	False	1,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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

Fibonacci Retracements and Extensions
4.250	119-033
2.618	118-238
1.618	118-168
1.000	118-125
0.618	118-098
HIGH	118-055
0.618	118-028
0.500	118-020
0.382	118-012
LOW	117-305
0.618	117-262
1.000	117-235
1.618	117-192
2.618	117-122
4.250	117-007

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	118-030	118-021
PP	118-025	118-008
S1	118-020	117-314

Download as Excel Spreadsheet

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

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