ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	117-310	118-060	0-070	0.2%	117-278
High	118-055	118-120	0-065	0.2%	118-120
Low	117-305	118-042	0-058	0.2%	117-253
Close	118-035	118-110	0-075	0.2%	118-110
Range	0-070	0-078	0-007	10.7%	0-187
ATR	0-066	0-067	0-001	2.1%	0-000
Volume	6,858	17,048	10,190	148.6%	32,560

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-003	118-294	118-153
R3	118-246	118-217	118-131
R2	118-168	118-168	118-124
R1	118-139	118-139	118-117	118-154
PP	118-091	118-091	118-091	118-098
S1	118-062	118-062	118-103	118-076
S2	118-013	118-013	118-096
S3	117-256	117-304	118-089
S4	117-178	117-227	118-067

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-297	119-231	118-213
R3	119-109	119-043	118-162
R2	118-242	118-242	118-144
R1	118-176	118-176	118-127	118-209
PP	118-054	118-054	118-054	118-071
S1	117-308	117-308	118-093	118-021
S2	117-187	117-187	118-076
S3	116-319	117-121	118-058
S4	116-132	116-253	118-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-120	117-253	0-187	0.5%	0-063	0.2%	95%	True	False	6,512
10	118-120	117-227	0-213	0.6%	0-063	0.2%	95%	True	False	4,803
20	118-120	117-160	0-280	0.7%	0-062	0.2%	96%	True	False	2,798
40	118-120	117-033	1-087	1.1%	0-046	0.1%	98%	True	False	1,586

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-129
2.618	119-003
1.618	118-245
1.000	118-198
0.618	118-168
HIGH	118-120
0.618	118-090
0.500	118-081
0.382	118-072
LOW	118-042
0.618	117-315
1.000	117-285
1.618	117-237
2.618	117-160
4.250	117-033

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	118-100	118-090
PP	118-091	118-071
S1	118-081	118-051

Download as Excel Spreadsheet

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

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