ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 30-Aug-2017

Day Change Summary
	Previous	Current
	29-Aug-2017	30-Aug-2017	Change	Change %	Previous Week
Open	118-130	118-178	0-047	0.1%	118-065
High	118-233	118-178	-0-055	-0.1%	118-118
Low	118-130	118-118	-0-013	0.0%	118-040
Close	118-165	118-138	-0-027	-0.1%	118-095
Range	0-102	0-060	-0-042	-41.5%	0-078
ATR	0-072	0-071	-0-001	-1.2%	0-000
Volume	1,175,837	829,533	-346,304	-29.5%	2,919,429

Daily Pivots for day following 30-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-004	118-291	118-171
R3	118-264	118-231	118-154
R2	118-204	118-204	118-149
R1	118-171	118-171	118-143	118-158
PP	118-144	118-144	118-144	118-138
S1	118-111	118-111	118-132	118-098
S2	118-084	118-084	118-127
S3	118-024	118-051	118-121
S4	117-284	117-311	118-105

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-317	118-283	118-138
R3	118-239	118-206	118-116
R2	118-162	118-162	118-109
R1	118-128	118-128	118-102	118-145
PP	118-084	118-084	118-084	118-093
S1	118-051	118-051	118-088	118-068
S2	118-007	118-007	118-081
S3	117-249	117-293	118-074
S4	117-172	117-216	118-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-233	118-042	0-190	0.5%	0-066	0.2%	50%	False	False	1,060,235
10	118-233	118-007	0-225	0.6%	0-070	0.2%	58%	False	False	621,677
20	118-233	117-250	0-302	0.8%	0-069	0.2%	69%	False	False	319,458
40	118-233	117-033	1-200	1.4%	0-066	0.2%	82%	False	False	160,207
60	118-233	117-033	1-200	1.4%	0-046	0.1%	82%	False	False	106,858

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	119-113
2.618	119-015
1.618	118-275
1.000	118-238
0.618	118-215
HIGH	118-178
0.618	118-155
0.500	118-148
0.382	118-140
LOW	118-118
0.618	118-080
1.000	118-058
1.618	118-020
2.618	117-280
4.250	117-183

Fisher Pivots for day following 30-Aug-2017
Pivot	1 day	3 day
R1	118-148	118-155
PP	118-144	118-149
S1	118-141	118-143

Download as Excel Spreadsheet

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

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