ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 10-Nov-2017

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	117-047	117-055	0-008	0.0%	117-078
High	117-082	117-065	-0-018	0.0%	117-105
Low	117-027	116-315	-0-032	-0.1%	116-315
Close	117-067	117-000	-0-067	-0.2%	117-000
Range	0-055	0-070	0-015	27.2%	0-110
ATR	0-068	0-069	0-000	0.4%	0-000
Volume	878,139	753,366	-124,773	-14.2%	3,252,698

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-230	117-185	117-038
R3	117-160	117-115	117-019
R2	117-090	117-090	117-013
R1	117-045	117-045	117-006	117-032
PP	117-020	117-020	117-020	117-014
S1	116-295	116-295	116-314	116-283
S2	116-270	116-270	116-307
S3	116-200	116-225	116-301
S4	116-130	116-155	116-282

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-043	117-292	117-060
R3	117-253	117-182	117-030
R2	117-143	117-143	117-020
R1	117-072	117-072	117-010	117-052
PP	117-033	117-033	117-033	117-024
S1	116-282	116-282	116-310	116-263
S2	116-243	116-243	116-300
S3	116-133	116-172	116-290
S4	116-023	116-062	116-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-105	116-315	0-110	0.3%	0-053	0.1%	5%	False	True	650,539
10	117-120	116-315	0-125	0.3%	0-059	0.2%	4%	False	True	677,489
20	117-185	116-253	0-252	0.7%	0-069	0.2%	27%	False	False	708,701
40	118-010	116-253	1-078	1.1%	0-071	0.2%	17%	False	False	695,325
60	119-015	116-253	2-082	1.9%	0-074	0.2%	9%	False	False	698,407
80	119-015	116-253	2-082	1.9%	0-073	0.2%	9%	False	False	526,571
100	119-015	116-253	2-082	1.9%	0-066	0.2%	9%	False	False	421,348

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	0-017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-042
2.618	117-248
1.618	117-178
1.000	117-135
0.618	117-108
HIGH	117-065
0.618	117-038
0.500	117-030
0.382	117-022
LOW	116-315
0.618	116-272
1.000	116-245
1.618	116-202
2.618	116-132
4.250	116-018

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	117-030	117-045
PP	117-020	117-030
S1	117-010	117-015

Download as Excel Spreadsheet

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

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