ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 17-Aug-2017

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	117-300	118-038	0-058	0.2%	117-278
High	118-060	118-098	0-038	0.1%	118-120
Low	117-280	118-007	0-047	0.1%	117-253
Close	118-047	118-080	0-033	0.1%	118-110
Range	0-100	0-090	-0-010	-10.0%	0-187
ATR	0-071	0-073	0-001	1.9%	0-000
Volume	51,578	35,699	-15,879	-30.8%	32,560

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-012	118-296	118-130
R3	118-242	118-206	118-105
R2	118-152	118-152	118-097
R1	118-116	118-116	118-088	118-134
PP	118-062	118-062	118-062	118-071
S1	118-026	118-026	118-072	118-044
S2	117-292	117-292	118-063
S3	117-202	117-256	118-055
S4	117-112	117-166	118-030

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%	0-076	0.2%	75%	False	False	36,806
10	118-120	117-250	0-190	0.5%	0-070	0.2%	79%	False	False	20,208
20	118-120	117-160	0-280	0.7%	0-069	0.2%	86%	False	False	11,061
40	118-120	117-033	1-087	1.1%	0-054	0.1%	90%	False	False	5,760

Crabel Price Patterns
NR	True
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	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-160
2.618	119-013
1.618	118-243
1.000	118-188
0.618	118-153
HIGH	118-098
0.618	118-063
0.500	118-052
0.382	118-042
LOW	118-007
0.618	117-272
1.000	117-237
1.618	117-182
2.618	117-092
4.250	116-265

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	118-071	118-063
PP	118-062	118-046
S1	118-052	118-029

Download as Excel Spreadsheet

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

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