ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	117-073	117-078	0-005	0.0%	117-030
High	117-120	117-105	-0-015	0.0%	117-120
Low	117-038	117-058	0-020	0.1%	117-018
Close	117-062	117-087	0-025	0.1%	117-062
Range	0-082	0-047	-0-035	-42.4%	0-102
ATR	0-075	0-073	-0-002	-2.6%	0-000
Volume	671,636	493,117	-178,519	-26.6%	3,522,195

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-226	117-204	117-114
R3	117-178	117-157	117-101
R2	117-131	117-131	117-096
R1	117-109	117-109	117-092	117-120
PP	117-083	117-083	117-083	117-089
S1	117-062	117-062	117-083	117-072
S2	117-036	117-036	117-079
S3	116-308	117-014	117-074
S4	116-261	116-287	117-061

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-054	118-001	117-119
R3	117-272	117-218	117-091
R2	117-169	117-169	117-081
R1	117-116	117-116	117-072	117-142
PP	117-067	117-067	117-067	117-080
S1	117-013	117-013	117-053	117-040
S2	116-284	116-284	117-044
S3	116-182	116-231	117-034
S4	116-079	116-128	117-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-120	117-018	0-102	0.3%	0-062	0.2%	68%	False	False	669,370
10	117-120	116-253	0-187	0.5%	0-071	0.2%	83%	False	False	747,685
20	117-207	116-253	0-275	0.7%	0-071	0.2%	56%	False	False	702,467
40	118-173	116-253	1-240	1.5%	0-073	0.2%	28%	False	False	695,091
60	119-015	116-253	2-082	1.9%	0-075	0.2%	21%	False	False	655,197
80	119-015	116-253	2-082	1.9%	0-072	0.2%	21%	False	False	492,097
100	119-015	116-253	2-082	1.9%	0-064	0.2%	21%	False	False	393,753

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	117-307
2.618	117-229
1.618	117-182
1.000	117-152
0.618	117-134
HIGH	117-105
0.618	117-087
0.500	117-081
0.382	117-076
LOW	117-058
0.618	117-028
1.000	117-010
1.618	116-301
2.618	116-253
4.250	116-176

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	117-085	117-085
PP	117-083	117-082
S1	117-081	117-079

Download as Excel Spreadsheet

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

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