ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	118-162	118-113	-0-050	-0.1%	118-167
High	118-173	118-133	-0-040	-0.1%	119-015
Low	118-090	118-060	-0-030	-0.1%	118-135
Close	118-110	118-067	-0-043	-0.1%	118-267
Range	0-082	0-073	-0-010	-12.1%	0-200
ATR	0-085	0-084	-0-001	-1.1%	0-000
Volume	667,517	510,661	-156,856	-23.5%	3,126,464

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-304	118-258	118-107
R3	118-232	118-186	118-087
R2	118-159	118-159	118-081
R1	118-113	118-113	118-074	118-100
PP	118-087	118-087	118-087	118-080
S1	118-041	118-041	118-061	118-027
S2	118-014	118-014	118-054
S3	117-262	117-288	118-048
S4	117-189	117-216	118-028

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-206	120-117	119-057
R3	120-006	119-237	119-002
R2	119-126	119-126	118-304
R1	119-037	119-037	118-286	119-081
PP	118-246	118-246	118-246	118-268
S1	118-157	118-157	118-249	118-201
S2	118-046	118-046	118-231
S3	117-166	117-277	118-212
S4	116-286	117-077	118-157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-015	118-060	0-275	0.7%	0-089	0.2%	3%	False	True	627,284
10	119-015	118-060	0-275	0.7%	0-090	0.2%	3%	False	True	716,785
20	119-015	117-280	1-055	1.0%	0-082	0.2%	29%	False	False	630,333
40	119-015	117-160	1-175	1.3%	0-072	0.2%	46%	False	False	318,532
60	119-015	117-033	1-302	1.6%	0-060	0.2%	57%	False	False	212,497

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	0-024
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-121
2.618	119-002
1.618	118-250
1.000	118-205
0.618	118-177
HIGH	118-133
0.618	118-105
0.500	118-096
0.382	118-088
LOW	118-060
0.618	118-015
1.000	117-307
1.618	117-263
2.618	117-190
4.250	117-072

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	118-096	118-150
PP	118-087	118-122
S1	118-077	118-095

Download as Excel Spreadsheet

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

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