ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 02-Oct-2017

Day Change Summary
	Previous	Current
	29-Sep-2017	02-Oct-2017	Change	Change %	Previous Week
Open	117-210	117-142	-0-068	-0.2%	117-227
High	117-225	117-170	-0-055	-0.1%	117-295
Low	117-135	117-090	-0-045	-0.1%	117-125
Close	117-160	117-145	-0-015	0.0%	117-160
Range	0-090	0-080	-0-010	-11.1%	0-170
ATR	0-082	0-082	0-000	-0.2%	0-000
Volume	1,089,229	695,659	-393,570	-36.1%	4,264,073

Daily Pivots for day following 02-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-055	118-020	117-189
R3	117-295	117-260	117-167
R2	117-215	117-215	117-160
R1	117-180	117-180	117-152	117-198
PP	117-135	117-135	117-135	117-144
S1	117-100	117-100	117-138	117-118
S2	117-055	117-055	117-130
S3	116-295	117-020	117-123
S4	116-215	116-260	117-101

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-063	118-282	117-254
R3	118-213	118-112	117-207
R2	118-043	118-043	117-191
R1	117-262	117-262	117-176	117-228
PP	117-193	117-193	117-193	117-176
S1	117-092	117-092	117-144	117-057
S2	117-023	117-023	117-129
S3	116-173	116-242	117-113
S4	116-003	116-072	117-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-287	117-090	0-197	0.5%	0-085	0.2%	28%	False	True	866,711
10	118-010	117-090	0-240	0.6%	0-082	0.2%	23%	False	True	777,265
20	119-015	117-090	1-245	1.5%	0-084	0.2%	10%	False	True	730,303
40	119-015	117-090	1-245	1.5%	0-077	0.2%	10%	False	True	562,728
60	119-015	117-053	1-282	1.6%	0-073	0.2%	15%	False	False	375,598
80	119-015	117-033	1-302	1.7%	0-058	0.2%	18%	False	False	281,750

Crabel Price Patterns
NR	True
NR4	True
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	0-020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-190
2.618	118-059
1.618	117-299
1.000	117-250
0.618	117-219
HIGH	117-170
0.618	117-139
0.500	117-130
0.382	117-121
LOW	117-090
0.618	117-041
1.000	117-010
1.618	116-281
2.618	116-201
4.250	116-070

Fisher Pivots for day following 02-Oct-2017
Pivot	1 day	3 day
R1	117-140	117-158
PP	117-135	117-153
S1	117-130	117-149

Download as Excel Spreadsheet

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

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