ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	117-055	116-318	-0-058	-0.2%	117-078
High	117-065	117-027	-0-038	-0.1%	117-105
Low	116-315	116-278	-0-038	-0.1%	116-315
Close	117-000	116-285	-0-035	-0.1%	117-000
Range	0-070	0-070	0-000	0.0%	0-110
ATR	0-069	0-069	0-000	0.1%	0-000
Volume	753,366	551,279	-202,087	-26.8%	3,252,698

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-193	117-149	117-003
R3	117-123	117-079	116-304
R2	117-053	117-053	116-298
R1	117-009	117-009	116-291	116-316
PP	116-303	116-303	116-303	116-297
S1	116-259	116-259	116-279	116-246
S2	116-233	116-233	116-272
S3	116-163	116-189	116-266
S4	116-093	116-119	116-247

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	117-100	116-278	0-142	0.4%	0-057	0.2%	5%	False	True	662,172
10	117-120	116-278	0-162	0.4%	0-060	0.2%	5%	False	True	665,771
20	117-138	116-253	0-205	0.5%	0-068	0.2%	16%	False	False	702,868
40	118-010	116-253	1-078	1.1%	0-072	0.2%	8%	False	False	697,969
60	119-015	116-253	2-082	1.9%	0-074	0.2%	4%	False	False	706,438
80	119-015	116-253	2-082	1.9%	0-073	0.2%	4%	False	False	533,447
100	119-015	116-253	2-082	1.9%	0-067	0.2%	4%	False	False	426,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0-020

Fibonacci Retracements and Extensions
4.250	118-005
2.618	117-211
1.618	117-141
1.000	117-097
0.618	117-071
HIGH	117-027
0.618	117-001
0.500	116-312
0.382	116-304
LOW	116-278
0.618	116-234
1.000	116-208
1.618	116-164
2.618	116-094
4.250	115-300

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	116-312	117-020
PP	116-303	117-002
S1	116-294	116-303

Download as Excel Spreadsheet

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

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