ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	118-038	118-100	0-062	0.2%	118-082
High	118-098	118-135	0-038	0.1%	118-135
Low	118-007	118-047	0-040	0.1%	117-280
Close	118-080	118-080	0-000	0.0%	118-080
Range	0-090	0-088	-0-002	-2.8%	0-175
ATR	0-073	0-074	0-001	1.4%	0-000
Volume	35,699	69,405	33,706	94.4%	236,387

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-030	118-303	118-128
R3	118-263	118-215	118-104
R2	118-175	118-175	118-096
R1	118-128	118-128	118-088	118-108
PP	118-087	118-087	118-087	118-077
S1	118-040	118-040	118-072	118-020
S2	118-000	118-000	118-064
S3	117-232	117-272	118-056
S4	117-145	117-185	118-032

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-263	119-187	118-176
R3	119-088	119-012	118-128
R2	118-233	118-233	118-112
R1	118-157	118-157	118-096	118-108
PP	118-058	118-058	118-058	118-034
S1	117-302	117-302	118-064	117-252
S2	117-203	117-203	118-048
S3	117-028	117-127	118-032
S4	116-173	116-272	117-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-135	117-280	0-175	0.5%	0-078	0.2%	69%	True	False	47,277
10	118-135	117-253	0-202	0.5%	0-071	0.2%	73%	True	False	26,894
20	118-135	117-160	0-295	0.8%	0-072	0.2%	81%	True	False	14,473
40	118-135	117-033	1-102	1.1%	0-056	0.1%	87%	True	False	7,495

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	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-187
2.618	119-044
1.618	118-277
1.000	118-223
0.618	118-189
HIGH	118-135
0.618	118-102
0.500	118-091
0.382	118-081
LOW	118-047
0.618	117-313
1.000	117-280
1.618	117-226
2.618	117-138
4.250	116-316

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	118-091	118-069
PP	118-087	118-058
S1	118-084	118-048

Download as Excel Spreadsheet

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

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