ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 27-Sep-2017

Day Change Summary
	Previous	Current
	26-Sep-2017	27-Sep-2017	Change	Change %	Previous Week
Open	117-275	117-250	-0-025	-0.1%	118-000
High	117-287	117-255	-0-032	-0.1%	118-010
Low	117-227	117-150	-0-077	-0.2%	117-187
Close	117-262	117-180	-0-082	-0.2%	117-222
Range	0-060	0-105	0-045	75.0%	0-143
ATR	0-079	0-081	0-002	3.1%	0-000
Volume	658,408	1,041,558	383,150	58.2%	3,258,439

Daily Pivots for day following 27-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-190	118-130	117-238
R3	118-085	118-025	117-209
R2	117-300	117-300	117-199
R1	117-240	117-240	117-190	117-218
PP	117-195	117-195	117-195	117-184
S1	117-135	117-135	117-170	117-113
S2	117-090	117-090	117-161
S3	116-305	117-030	117-151
S4	116-200	116-245	117-122

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-034	118-271	117-301
R3	118-212	118-128	117-262
R2	118-069	118-069	117-249
R1	117-306	117-306	117-236	117-276
PP	117-247	117-247	117-247	117-232
S1	117-163	117-163	117-209	117-134
S2	117-104	117-104	117-196
S3	116-282	117-021	117-183
S4	116-139	116-198	117-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-295	117-150	0-145	0.4%	0-074	0.2%	21%	False	True	744,703
10	118-087	117-150	0-257	0.7%	0-075	0.2%	12%	False	True	715,662
20	119-015	117-150	1-185	1.3%	0-083	0.2%	6%	False	True	716,223
40	119-015	117-150	1-185	1.3%	0-076	0.2%	6%	False	True	497,138
60	119-015	117-033	1-302	1.7%	0-072	0.2%	24%	False	False	331,769
80	119-015	117-033	1-302	1.7%	0-054	0.1%	24%	False	False	248,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-061
2.618	118-210
1.618	118-105
1.000	118-040
0.618	118-000
HIGH	117-255
0.618	117-215
0.500	117-203
0.382	117-190
LOW	117-150
0.618	117-085
1.000	117-045
1.618	116-300
2.618	116-195
4.250	116-024

Fisher Pivots for day following 27-Sep-2017
Pivot	1 day	3 day
R1	117-203	117-223
PP	117-195	117-208
S1	117-188	117-194

Download as Excel Spreadsheet

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

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