ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	117-170	117-127	-0-043	-0.1%	117-142
High	117-180	117-138	-0-042	-0.1%	117-213
Low	117-115	117-038	-0-078	-0.2%	117-038
Close	117-125	117-093	-0-032	-0.1%	117-093
Range	0-065	0-100	0-035	53.9%	0-175
ATR	0-079	0-081	0-001	1.9%	0-000
Volume	562,751	969,682	406,931	72.3%	3,370,587

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-069	118-021	117-148
R3	117-289	117-241	117-120
R2	117-189	117-189	117-111
R1	117-141	117-141	117-102	117-115
PP	117-089	117-089	117-089	117-076
S1	117-041	117-041	117-083	117-015
S2	116-309	116-309	117-074
S3	116-209	116-261	117-065
S4	116-109	116-161	117-038

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	117-213	117-038	0-175	0.5%	0-076	0.2%	31%	False	True	674,117
10	117-295	117-038	0-258	0.7%	0-081	0.2%	21%	False	True	763,466
20	118-240	117-038	1-202	1.4%	0-078	0.2%	11%	False	True	707,726
40	119-015	117-038	1-298	1.6%	0-079	0.2%	9%	False	True	629,214
60	119-015	117-038	1-298	1.6%	0-074	0.2%	9%	False	True	420,129
80	119-015	117-033	1-302	1.7%	0-062	0.2%	10%	False	False	315,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	118-243
2.618	118-079
1.618	117-299
1.000	117-238
0.618	117-199
HIGH	117-138
0.618	117-099
0.500	117-088
0.382	117-076
LOW	117-038
0.618	116-296
1.000	116-258
1.618	116-196
2.618	116-096
4.250	115-253

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	117-091	117-125
PP	117-089	117-114
S1	117-088	117-103

Download as Excel Spreadsheet

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

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