ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	118-038	117-300	-0-058	-0.2%	117-278
High	118-038	118-060	0-022	0.1%	118-120
Low	117-285	117-280	-0-005	0.0%	117-253
Close	117-305	118-047	0-062	0.2%	118-110
Range	0-073	0-100	0-027	37.9%	0-187
ATR	0-069	0-071	0-002	3.2%	0-000
Volume	50,764	51,578	814	1.6%	32,560

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-002	118-285	118-102
R3	118-222	118-185	118-075
R2	118-122	118-122	118-066
R1	118-085	118-085	118-057	118-104
PP	118-022	118-022	118-022	118-032
S1	117-305	117-305	118-038	118-004
S2	117-242	117-242	118-029
S3	117-142	117-205	118-020
S4	117-042	117-105	117-312

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	117-280	0-160	0.4%	0-072	0.2%	55%	False	True	31,037
10	118-120	117-250	0-190	0.5%	0-068	0.2%	62%	False	False	17,239
20	118-120	117-160	0-280	0.7%	0-067	0.2%	74%	False	False	9,297
40	118-120	117-033	1-087	1.1%	0-052	0.1%	82%	False	False	4,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	119-165
2.618	119-002
1.618	118-222
1.000	118-160
0.618	118-122
HIGH	118-060
0.618	118-022
0.500	118-010
0.382	117-318
LOW	117-280
0.618	117-218
1.000	117-180
1.618	117-118
2.618	117-018
4.250	116-175

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	118-035	118-039
PP	118-022	118-031
S1	118-010	118-022

Download as Excel Spreadsheet

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

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