ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 30-Oct-2017

Day Change Summary
	Previous	Current
	27-Oct-2017	30-Oct-2017	Change	Change %	Previous Week
Open	116-273	117-030	0-078	0.2%	117-025
High	117-033	117-087	0-055	0.1%	117-073
Low	116-253	117-027	0-095	0.3%	116-253
Close	117-010	117-082	0-072	0.2%	117-010
Range	0-100	0-060	-0-040	-40.0%	0-140
ATR	0-078	0-078	0-000	-0.1%	0-000
Volume	926,519	668,458	-258,061	-27.9%	3,928,908

Daily Pivots for day following 30-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-246	117-224	117-115
R3	117-186	117-164	117-099
R2	117-126	117-126	117-093
R1	117-104	117-104	117-088	117-115
PP	117-066	117-066	117-066	117-071
S1	117-044	117-044	117-077	117-055
S2	117-006	117-006	117-071
S3	116-266	116-304	117-066
S4	116-206	116-244	117-049

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	117-087	116-253	0-155	0.4%	0-080	0.2%	97%	True	False	826,000
10	117-138	116-253	0-205	0.5%	0-077	0.2%	73%	False	False	739,965
20	117-213	116-253	0-280	0.7%	0-072	0.2%	54%	False	False	674,420
40	119-015	116-253	2-082	1.9%	0-078	0.2%	21%	False	False	702,362
60	119-015	116-253	2-082	1.9%	0-075	0.2%	21%	False	False	599,959
80	119-015	116-253	2-082	1.9%	0-073	0.2%	21%	False	False	450,303
100	119-015	116-253	2-082	1.9%	0-061	0.2%	21%	False	False	360,284

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-022
2.618	117-245
1.618	117-185
1.000	117-147
0.618	117-125
HIGH	117-087
0.618	117-065
0.500	117-057
0.382	117-050
LOW	117-027
0.618	116-310
1.000	116-287
1.618	116-250
2.618	116-190
4.250	116-092

Fisher Pivots for day following 30-Oct-2017
Pivot	1 day	3 day
R1	117-074	117-058
PP	117-066	117-034
S1	117-057	117-010

Download as Excel Spreadsheet

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

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