ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	118-100	118-065	-0-035	-0.1%	118-082
High	118-135	118-113	-0-022	-0.1%	118-135
Low	118-047	118-055	0-008	0.0%	117-280
Close	118-080	118-105	0-025	0.1%	118-080
Range	0-088	0-058	-0-030	-34.3%	0-175
ATR	0-074	0-073	-0-001	-1.6%	0-000
Volume	69,405	43,197	-26,208	-37.8%	236,387

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-263	118-242	118-137
R3	118-206	118-184	118-121
R2	118-148	118-148	118-116
R1	118-127	118-127	118-110	118-138
PP	118-091	118-091	118-091	118-096
S1	118-069	118-069	118-100	118-080
S2	118-033	118-033	118-094
S3	117-296	118-012	118-089
S4	117-238	117-274	118-073

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%	0-082	0.2%	83%	False	False	50,128
10	118-135	117-253	0-202	0.5%	0-072	0.2%	85%	False	False	30,997
20	118-135	117-160	0-295	0.8%	0-072	0.2%	90%	False	False	16,580
40	118-135	117-033	1-102	1.1%	0-057	0.2%	93%	False	False	8,575

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-037
2.618	118-263
1.618	118-206
1.000	118-170
0.618	118-148
HIGH	118-113
0.618	118-091
0.500	118-084
0.382	118-077
LOW	118-055
0.618	118-019
1.000	117-318
1.618	117-282
2.618	117-224
4.250	117-131

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	118-098	118-094
PP	118-091	118-082
S1	118-084	118-071

Download as Excel Spreadsheet

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

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