ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	117-120	117-025	-0-095	-0.3%	117-185
High	117-133	117-070	-0-062	-0.2%	117-185
Low	117-020	117-015	-0-005	0.0%	117-020
Close	117-030	117-058	0-027	0.1%	117-030
Range	0-113	0-055	-0-058	-51.1%	0-165
ATR	0-076	0-075	-0-002	-2.0%	0-000
Volume	827,017	467,365	-359,652	-43.5%	3,470,237

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-213	117-190	117-088
R3	117-158	117-135	117-073
R2	117-103	117-103	117-068
R1	117-080	117-080	117-063	117-091
PP	117-048	117-048	117-048	117-053
S1	117-025	117-025	117-052	117-036
S2	116-313	116-313	117-047
S3	116-257	116-290	117-042
S4	116-202	116-235	117-027

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-253	118-147	117-121
R3	118-088	117-302	117-075
R2	117-243	117-243	117-060
R1	117-137	117-137	117-045	117-108
PP	117-078	117-078	117-078	117-064
S1	116-292	116-292	117-015	116-263
S2	116-233	116-233	117-000
S3	116-068	116-127	116-305
S4	115-223	115-282	116-259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-138	117-015	0-122	0.3%	0-074	0.2%	35%	False	True	653,930
10	117-207	117-015	0-192	0.5%	0-071	0.2%	22%	False	True	657,250
20	117-287	117-015	0-272	0.7%	0-073	0.2%	16%	False	True	684,598
40	119-015	117-015	2-000	1.7%	0-078	0.2%	7%	False	True	716,979
60	119-015	117-015	2-000	1.7%	0-074	0.2%	7%	False	True	531,384
80	119-015	117-015	2-000	1.7%	0-070	0.2%	7%	False	True	398,727
100	119-015	117-015	2-000	1.7%	0-057	0.2%	7%	False	True	318,984

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	117-304
2.618	117-214
1.618	117-159
1.000	117-125
0.618	117-104
HIGH	117-070
0.618	117-049
0.500	117-043
0.382	117-036
LOW	117-015
0.618	116-301
1.000	116-280
1.618	116-246
2.618	116-191
4.250	116-101

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	117-053	117-076
PP	117-048	117-070
S1	117-043	117-064

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

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