ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	117-005	116-273	-0-052	-0.1%	117-025
High	117-038	117-033	-0-005	0.0%	117-073
Low	116-270	116-253	-0-018	0.0%	116-253
Close	116-287	117-010	0-043	0.1%	117-010
Range	0-087	0-100	0-013	14.3%	0-140
ATR	0-076	0-078	0-002	2.2%	0-000
Volume	864,453	926,519	62,066	7.2%	3,928,908

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-292	117-251	117-065
R3	117-192	117-151	117-038
R2	117-092	117-092	117-028
R1	117-051	117-051	117-019	117-071
PP	116-312	116-312	116-312	117-002
S1	116-271	116-271	117-001	116-291
S2	116-212	116-212	116-312
S3	116-112	116-171	116-303
S4	116-012	116-071	116-275

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-105	118-038	117-087
R3	117-285	117-218	117-049
R2	117-145	117-145	117-036
R1	117-078	117-078	117-023	117-041
PP	117-005	117-005	117-005	116-307
S1	116-258	116-258	116-317	116-221
S2	116-185	116-185	116-304
S3	116-045	116-118	116-292
S4	115-225	115-298	116-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-073	116-253	0-140	0.4%	0-079	0.2%	55%	False	True	785,781
10	117-185	116-253	0-252	0.7%	0-079	0.2%	31%	False	True	739,914
20	117-213	116-253	0-280	0.7%	0-073	0.2%	28%	False	True	675,780
40	119-015	116-253	2-082	1.9%	0-080	0.2%	11%	False	True	704,074
60	119-015	116-253	2-082	1.9%	0-076	0.2%	11%	False	True	588,860
80	119-015	116-253	2-082	1.9%	0-073	0.2%	11%	False	True	441,953
100	119-015	116-253	2-082	1.9%	0-060	0.2%	11%	False	True	353,599

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	118-138
2.618	117-294
1.618	117-194
1.000	117-133
0.618	117-094
HIGH	117-033
0.618	116-314
0.500	116-303
0.382	116-291
LOW	116-253
0.618	116-191
1.000	116-153
1.618	116-091
2.618	115-311
4.250	115-148

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	117-001	117-002
PP	116-312	116-313
S1	116-303	116-305

Download as Excel Spreadsheet

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

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