ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	116-318	116-285	-0-033	-0.1%	117-078
High	117-027	116-313	-0-035	-0.1%	117-105
Low	116-278	116-255	-0-022	-0.1%	116-315
Close	116-285	116-300	0-015	0.0%	117-000
Range	0-070	0-058	-0-012	-17.8%	0-110
ATR	0-069	0-068	-0-001	-1.2%	0-000
Volume	551,279	794,297	243,018	44.1%	3,252,698

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-142	117-118	117-012
R3	117-084	117-061	116-316
R2	117-027	117-027	116-311
R1	117-003	117-003	116-305	117-015
PP	116-289	116-289	116-289	116-295
S1	116-266	116-266	116-295	116-278
S2	116-232	116-232	116-289
S3	116-174	116-208	116-284
S4	116-117	116-151	116-268

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	117-095	116-255	0-160	0.4%	0-060	0.2%	28%	False	True	703,879
10	117-120	116-255	0-185	0.5%	0-060	0.2%	24%	False	True	675,293
20	117-138	116-253	0-205	0.5%	0-068	0.2%	23%	False	False	711,951
40	118-007	116-253	1-075	1.1%	0-072	0.2%	12%	False	False	704,695
60	119-015	116-253	2-082	1.9%	0-074	0.2%	7%	False	False	718,957
80	119-015	116-253	2-082	1.9%	0-073	0.2%	7%	False	False	543,363
100	119-015	116-253	2-082	1.9%	0-067	0.2%	7%	False	False	434,804

Crabel Price Patterns
NR	True
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	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-237
2.618	117-143
1.618	117-086
1.000	117-050
0.618	117-028
HIGH	116-313
0.618	116-291
0.500	116-284
0.382	116-277
LOW	116-255
0.618	116-219
1.000	116-198
1.618	116-162
2.618	116-104
4.250	116-011

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	116-295	117-000
PP	116-289	116-313
S1	116-284	116-307

Download as Excel Spreadsheet

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

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