ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	117-100	117-113	0-013	0.0%	117-142
High	117-118	117-160	0-042	0.1%	117-213
Low	117-090	117-093	0-002	0.0%	117-038
Close	117-105	117-130	0-025	0.1%	117-093
Range	0-027	0-067	0-040	145.5%	0-175
ATR	0-077	0-076	-0-001	-0.9%	0-000
Volume	110,986	590,492	479,506	432.0%	3,370,587

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-010	117-297	117-167
R3	117-262	117-230	117-149
R2	117-195	117-195	117-142
R1	117-163	117-163	117-136	117-179
PP	117-128	117-128	117-128	117-136
S1	117-095	117-095	117-124	117-111
S2	117-060	117-060	117-118
S3	116-313	117-028	117-111
S4	116-245	116-280	117-093

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%	0-067	0.2%	53%	False	False	562,770
10	117-255	117-038	0-218	0.6%	0-076	0.2%	43%	False	False	705,155
20	118-133	117-038	1-095	1.1%	0-074	0.2%	22%	False	False	683,863
40	119-015	117-038	1-298	1.6%	0-078	0.2%	15%	False	False	645,601
60	119-015	117-038	1-298	1.6%	0-073	0.2%	15%	False	False	431,815
80	119-015	117-033	1-302	1.7%	0-063	0.2%	16%	False	False	323,955

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-127
2.618	118-017
1.618	117-269
1.000	117-227
0.618	117-202
HIGH	117-160
0.618	117-134
0.500	117-126
0.382	117-118
LOW	117-093
0.618	117-051
1.000	117-025
1.618	116-303
2.618	116-236
4.250	116-126

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	117-129	117-120
PP	117-128	117-109
S1	117-126	117-099

Download as Excel Spreadsheet

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

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