ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	118-082	118-038	-0-045	-0.1%	117-278
High	118-085	118-038	-0-047	-0.1%	118-120
Low	118-045	117-285	-0-080	-0.2%	117-253
Close	118-062	117-305	-0-078	-0.2%	118-110
Range	0-040	0-073	0-033	81.3%	0-187
ATR	0-067	0-069	0-002	3.2%	0-000
Volume	28,941	50,764	21,823	75.4%	32,560

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-213	118-172	118-025
R3	118-141	118-099	118-005
R2	118-068	118-068	117-318
R1	118-027	118-027	117-312	118-011
PP	117-316	117-316	117-316	117-308
S1	117-274	117-274	117-298	117-259
S2	117-243	117-243	117-292
S3	117-171	117-202	117-285
S4	117-098	117-129	117-265

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	117-285	0-155	0.4%	0-066	0.2%	13%	False	True	21,131
10	118-120	117-250	0-190	0.5%	0-063	0.2%	29%	False	False	12,222
20	118-120	117-160	0-280	0.7%	0-063	0.2%	52%	False	False	6,731
40	118-120	117-033	1-087	1.1%	0-049	0.1%	67%	False	False	3,578

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	0-008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-026
2.618	118-227
1.618	118-155
1.000	118-110
0.618	118-082
HIGH	118-038
0.618	118-010
0.500	118-001
0.382	117-313
LOW	117-285
0.618	117-240
1.000	117-212
1.618	117-168
2.618	117-095
4.250	116-297

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	118-001	118-042
PP	117-316	118-023
S1	117-310	118-004

Download as Excel Spreadsheet

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

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