ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	118-178	118-147	-0-030	-0.1%	118-065
High	118-178	118-167	-0-010	0.0%	118-118
Low	118-118	118-115	-0-002	0.0%	118-040
Close	118-138	118-160	0-022	0.1%	118-095
Range	0-060	0-052	-0-008	-12.5%	0-078
ATR	0-071	0-070	-0-001	-1.9%	0-000
Volume	829,533	785,514	-44,019	-5.3%	2,919,429

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-305	118-285	118-189
R3	118-252	118-232	118-174
R2	118-200	118-200	118-170
R1	118-180	118-180	118-165	118-190
PP	118-147	118-147	118-147	118-152
S1	118-128	118-128	118-155	118-138
S2	118-095	118-095	118-150
S3	118-043	118-075	118-146
S4	117-310	118-023	118-131

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%	62%	False	False	1,039,199
10	118-233	118-040	0-193	0.5%	0-066	0.2%	62%	False	False	696,659
20	118-233	117-250	0-302	0.8%	0-068	0.2%	76%	False	False	358,433
40	118-233	117-035	1-198	1.4%	0-066	0.2%	86%	False	False	179,831
60	118-233	117-033	1-200	1.4%	0-047	0.1%	86%	False	False	119,950

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-011
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	119-071
2.618	118-305
1.618	118-252
1.000	118-220
0.618	118-200
HIGH	118-167
0.618	118-147
0.500	118-141
0.382	118-135
LOW	118-115
0.618	118-083
1.000	118-063
1.618	118-030
2.618	117-298
4.250	117-212

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	118-154	118-174
PP	118-147	118-169
S1	118-141	118-165

Download as Excel Spreadsheet

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

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