ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	117-105	117-102	-0-002	0.0%	117-142
High	117-142	117-150	0-008	0.0%	117-213
Low	117-098	117-098	0-000	0.0%	117-038
Close	117-113	117-133	0-020	0.1%	117-093
Range	0-045	0-053	0-008	16.7%	0-175
ATR	0-074	0-073	-0-002	-2.1%	0-000
Volume	628,530	604,711	-23,819	-3.8%	3,370,587

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-284	117-261	117-161
R3	117-232	117-208	117-147
R2	117-179	117-179	117-142
R1	117-156	117-156	117-137	117-168
PP	117-127	117-127	117-127	117-133
S1	117-103	117-103	117-128	117-115
S2	117-074	117-074	117-123
S3	117-022	117-051	117-118
S4	116-289	116-318	117-104

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-319	118-221	117-189
R3	118-144	118-046	117-141
R2	117-289	117-289	117-125
R1	117-191	117-191	117-109	117-153
PP	117-114	117-114	117-114	117-095
S1	117-016	117-016	117-076	116-298
S2	116-259	116-259	117-060
S3	116-084	116-161	117-044
S4	115-229	115-306	116-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-160	117-038	0-122	0.3%	0-058	0.2%	78%	False	False	580,880
10	117-225	117-038	0-187	0.5%	0-066	0.2%	51%	False	False	639,453
20	118-073	117-038	1-035	0.9%	0-071	0.2%	27%	False	False	674,004
40	119-015	117-038	1-298	1.6%	0-076	0.2%	15%	False	False	673,873
60	119-015	117-038	1-298	1.6%	0-073	0.2%	15%	False	False	452,348
80	119-015	117-033	1-302	1.7%	0-064	0.2%	16%	False	False	339,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-053
2.618	117-287
1.618	117-235
1.000	117-203
0.618	117-182
HIGH	117-150
0.618	117-130
0.500	117-124
0.382	117-118
LOW	117-098
0.618	117-065
1.000	117-045
1.618	117-013
2.618	116-280
4.250	116-194

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	117-130	117-130
PP	117-127	117-128
S1	117-124	117-126

Download as Excel Spreadsheet

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

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