ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	117-005	117-005	0-000	0.0%	117-185
High	117-020	117-038	0-018	0.0%	117-185
Low	116-265	116-270	0-005	0.0%	117-020
Close	116-307	116-287	-0-020	-0.1%	117-030
Range	0-075	0-087	0-012	16.6%	0-165
ATR	0-076	0-076	0-001	1.1%	0-000
Volume	1,016,898	864,453	-152,445	-15.0%	3,470,237

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-247	117-195	117-016
R3	117-160	117-107	116-312
R2	117-072	117-072	116-304
R1	117-020	117-020	116-296	117-002
PP	116-305	116-305	116-305	116-296
S1	116-253	116-253	116-279	116-235
S2	116-218	116-218	116-271
S3	116-130	116-165	116-263
S4	116-043	116-078	116-239

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	117-133	116-265	0-188	0.5%	0-082	0.2%	12%	False	False	765,881
10	117-207	116-265	0-262	0.7%	0-079	0.2%	9%	False	False	728,379
20	117-225	116-265	0-280	0.7%	0-073	0.2%	8%	False	False	683,916
40	119-015	116-265	2-070	1.9%	0-078	0.2%	3%	False	False	700,549
60	119-015	116-265	2-070	1.9%	0-075	0.2%	3%	False	False	573,519
80	119-015	116-265	2-070	1.9%	0-072	0.2%	3%	False	False	430,378
100	119-015	116-265	2-070	1.9%	0-059	0.2%	3%	False	False	344,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-089
2.618	117-267
1.618	117-179
1.000	117-125
0.618	117-092
HIGH	117-038
0.618	117-004
0.500	116-314
0.382	116-303
LOW	116-270
0.618	116-216
1.000	116-183
1.618	116-128
2.618	116-041
4.250	115-218

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	116-314	117-009
PP	116-305	116-315
S1	116-296	116-301

Download as Excel Spreadsheet

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

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