ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 18-Oct-2017

Day Change Summary
	Previous	Current
	17-Oct-2017	18-Oct-2017	Change	Change %	Previous Week
Open	117-120	117-107	-0-013	0.0%	117-100
High	117-135	117-110	-0-025	-0.1%	117-207
Low	117-078	117-050	-0-027	-0.1%	117-090
Close	117-110	117-067	-0-043	-0.1%	117-185
Range	0-058	0-060	0-002	4.3%	0-117
ATR	0-074	0-073	-0-001	-1.3%	0-000
Volume	612,637	565,048	-47,589	-7.8%	2,745,887

Daily Pivots for day following 18-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-256	117-222	117-100
R3	117-196	117-162	117-084
R2	117-136	117-136	117-078
R1	117-102	117-102	117-073	117-089
PP	117-076	117-076	117-076	117-069
S1	117-042	117-042	117-062	117-029
S2	117-016	117-016	117-056
S3	116-276	116-302	117-051
S4	116-216	116-242	117-034

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-193	118-147	117-250
R3	118-076	118-029	117-217
R2	117-278	117-278	117-207
R1	117-232	117-232	117-196	117-255
PP	117-161	117-161	117-161	117-172
S1	117-114	117-114	117-174	117-138
S2	117-043	117-043	117-163
S3	116-246	116-317	117-153
S4	116-128	116-199	117-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-207	117-050	0-157	0.4%	0-070	0.2%	11%	False	True	652,302
10	117-207	117-038	0-170	0.5%	0-065	0.2%	18%	False	False	612,395
20	117-295	117-038	0-258	0.7%	0-071	0.2%	12%	False	False	681,177
40	119-015	117-038	1-298	1.6%	0-076	0.2%	5%	False	False	728,956
60	119-015	117-038	1-298	1.6%	0-074	0.2%	5%	False	False	496,567
80	119-015	117-033	1-302	1.7%	0-068	0.2%	6%	False	False	372,579
100	119-015	117-033	1-302	1.7%	0-054	0.1%	6%	False	False	298,064

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-045
2.618	117-267
1.618	117-207
1.000	117-170
0.618	117-147
HIGH	117-110
0.618	117-087
0.500	117-080
0.382	117-073
LOW	117-050
0.618	117-013
1.000	116-310
1.618	116-273
2.618	116-213
4.250	116-115

Fisher Pivots for day following 18-Oct-2017
Pivot	1 day	3 day
R1	117-080	117-118
PP	117-076	117-101
S1	117-072	117-084

Download as Excel Spreadsheet

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

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