ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	117-080	117-047	-0-033	-0.1%	117-030
High	117-095	117-082	-0-013	0.0%	117-120
Low	117-045	117-027	-0-018	0.0%	117-018
Close	117-062	117-067	0-005	0.0%	117-062
Range	0-050	0-055	0-005	10.0%	0-102
ATR	0-069	0-068	-0-001	-1.5%	0-000
Volume	542,316	878,139	335,823	61.9%	3,522,195

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-224	117-201	117-098
R3	117-169	117-146	117-083
R2	117-114	117-114	117-078
R1	117-091	117-091	117-073	117-102
PP	117-059	117-059	117-059	117-065
S1	117-036	117-036	117-062	117-047
S2	117-004	117-004	117-057
S3	116-269	116-301	117-052
S4	116-214	116-246	117-037

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	117-027	0-093	0.2%	0-056	0.1%	43%	False	True	634,193
10	117-120	116-253	0-187	0.5%	0-062	0.2%	72%	False	False	694,804
20	117-207	116-253	0-275	0.7%	0-070	0.2%	49%	False	False	711,592
40	118-073	116-253	1-140	1.2%	0-071	0.2%	29%	False	False	692,798
60	119-015	116-253	2-082	1.9%	0-074	0.2%	19%	False	False	686,446
80	119-015	116-253	2-082	1.9%	0-072	0.2%	19%	False	False	517,159
100	119-015	116-253	2-082	1.9%	0-065	0.2%	19%	False	False	413,815

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-316
2.618	117-227
1.618	117-171
1.000	117-138
0.618	117-116
HIGH	117-082
0.618	117-061
0.500	117-055
0.382	117-049
LOW	117-027
0.618	116-313
1.000	116-292
1.618	116-258
2.618	116-203
4.250	116-114

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	117-063	117-066
PP	117-059	117-065
S1	117-055	117-064

Download as Excel Spreadsheet

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

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