ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 09-Oct-2017

Day Change Summary
	Previous	Current
	06-Oct-2017	09-Oct-2017	Change	Change %	Previous Week
Open	117-127	117-100	-0-027	-0.1%	117-142
High	117-138	117-118	-0-020	-0.1%	117-213
Low	117-038	117-090	0-053	0.1%	117-038
Close	117-093	117-105	0-012	0.0%	117-093
Range	0-100	0-027	-0-073	-72.5%	0-175
ATR	0-081	0-077	-0-004	-4.7%	0-000
Volume	969,682	110,986	-858,696	-88.6%	3,370,587

Daily Pivots for day following 09-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-187	117-173	117-120
R3	117-159	117-146	117-113
R2	117-132	117-132	117-110
R1	117-118	117-118	117-108	117-125
PP	117-104	117-104	117-104	117-108
S1	117-091	117-091	117-102	117-098
S2	117-077	117-077	117-100
S3	117-049	117-063	117-097
S4	117-022	117-036	117-090

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%	0-066	0.2%	39%	False	False	557,182
10	117-287	117-038	0-250	0.7%	0-076	0.2%	27%	False	False	711,947
20	118-173	117-038	1-135	1.2%	0-075	0.2%	15%	False	False	687,715
40	119-015	117-038	1-298	1.6%	0-078	0.2%	11%	False	False	631,562
60	119-015	117-038	1-298	1.6%	0-072	0.2%	11%	False	False	421,974
80	119-015	117-033	1-302	1.7%	0-062	0.2%	12%	False	False	316,574

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	117-234
2.618	117-189
1.618	117-162
1.000	117-145
0.618	117-134
HIGH	117-118
0.618	117-107
0.500	117-104
0.382	117-101
LOW	117-090
0.618	117-073
1.000	117-063
1.618	117-046
2.618	117-018
4.250	116-293

Fisher Pivots for day following 09-Oct-2017
Pivot	1 day	3 day
R1	117-105	117-109
PP	117-104	117-107
S1	117-104	117-106

Download as Excel Spreadsheet

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

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