ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	117-025	117-065	0-040	0.1%	117-185
High	117-070	117-073	0-002	0.0%	117-185
Low	117-015	116-315	-0-020	-0.1%	117-020
Close	117-058	117-030	-0-027	-0.1%	117-030
Range	0-055	0-078	0-022	40.9%	0-165
ATR	0-075	0-075	0-000	0.3%	0-000
Volume	467,365	653,673	186,308	39.9%	3,470,237

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-265	117-225	117-073
R3	117-188	117-148	117-051
R2	117-110	117-110	117-044
R1	117-070	117-070	117-037	117-051
PP	117-033	117-033	117-033	117-023
S1	116-313	116-313	117-023	116-294
S2	116-275	116-275	117-016
S3	116-198	116-235	117-009
S4	116-120	116-158	116-307

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	116-315	0-142	0.4%	0-078	0.2%	25%	False	True	662,137
10	117-207	116-315	0-212	0.6%	0-072	0.2%	16%	False	True	663,568
20	117-255	116-315	0-260	0.7%	0-074	0.2%	13%	False	True	684,361
40	119-015	116-315	2-020	1.8%	0-078	0.2%	5%	False	True	703,649
60	119-015	116-315	2-020	1.8%	0-075	0.2%	5%	False	True	542,278
80	119-015	116-315	2-020	1.8%	0-071	0.2%	5%	False	True	406,897
100	119-015	116-315	2-020	1.8%	0-057	0.2%	5%	False	True	325,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-082
2.618	117-275
1.618	117-198
1.000	117-150
0.618	117-120
HIGH	117-073
0.618	117-043
0.500	117-034
0.382	117-025
LOW	116-315
0.618	116-267
1.000	116-238
1.618	116-190
2.618	116-112
4.250	115-306

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	117-034	117-064
PP	117-033	117-053
S1	117-031	117-041

Download as Excel Spreadsheet

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

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