ECBOT 5 Year T-Note Future December 2017

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

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	117-285	117-215	-0-070	-0.2%	118-195
High	118-007	117-245	-0-082	-0.2%	118-240
Low	117-187	117-187	0-000	0.0%	118-000
Close	117-207	117-198	-0-010	0.0%	118-015
Range	0-140	0-058	-0-082	-58.9%	0-240
ATR	0-083	0-081	-0-002	-2.2%	0-000
Volume	890,281	766,339	-123,942	-13.9%	3,261,431

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-063	118-028	117-229
R3	118-005	117-290	117-213
R2	117-267	117-267	117-208
R1	117-233	117-233	117-203	117-221
PP	117-210	117-210	117-210	117-204
S1	117-175	117-175	117-192	117-164
S2	117-152	117-152	117-187
S3	117-095	117-117	117-182
S4	117-037	117-060	117-166

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-165	120-010	118-147
R3	119-245	119-090	118-081
R2	119-005	119-005	118-059
R1	118-170	118-170	118-037	118-128
PP	118-085	118-085	118-085	118-064
S1	117-250	117-250	117-313	117-208
S2	117-165	117-165	117-291
S3	116-245	117-010	117-269
S4	116-005	116-090	117-203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-073	117-187	0-205	0.5%	0-072	0.2%	5%	False	True	655,936
10	119-015	117-187	1-148	1.2%	0-078	0.2%	2%	False	True	653,354
20	119-015	117-187	1-148	1.2%	0-081	0.2%	2%	False	True	791,947
40	119-015	117-187	1-148	1.2%	0-074	0.2%	2%	False	True	423,374
60	119-015	117-033	1-302	1.7%	0-067	0.2%	27%	False	False	282,486
80	119-015	117-033	1-302	1.7%	0-051	0.1%	27%	False	False	211,865

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-169
2.618	118-076
1.618	118-018
1.000	117-302
0.618	117-281
HIGH	117-245
0.618	117-223
0.500	117-216
0.382	117-209
LOW	117-187
0.618	117-152
1.000	117-130
1.618	117-094
2.618	117-037
4.250	116-263

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	117-216	117-259
PP	117-210	117-238
S1	117-204	117-218

Download as Excel Spreadsheet

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

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