ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	116-285	116-310	0-025	0.1%	117-078
High	116-313	117-053	0-060	0.2%	117-105
Low	116-255	116-305	0-050	0.1%	116-315
Close	116-300	117-015	0-035	0.1%	117-000
Range	0-058	0-068	0-010	17.4%	0-110
ATR	0-068	0-068	0-000	0.5%	0-000
Volume	794,297	942,924	148,627	18.7%	3,252,698

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-220	117-185	117-052
R3	117-153	117-118	117-034
R2	117-085	117-085	117-027
R1	117-050	117-050	117-021	117-068
PP	117-018	117-018	117-018	117-026
S1	116-302	116-302	117-009	117-000
S2	116-270	116-270	117-003
S3	116-202	116-235	116-316
S4	116-135	116-167	116-298

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	117-082	116-255	0-147	0.4%	0-064	0.2%	54%	False	False	784,001
10	117-120	116-255	0-185	0.5%	0-060	0.2%	43%	False	False	693,292
20	117-138	116-253	0-205	0.5%	0-069	0.2%	40%	False	False	730,845
40	117-295	116-253	1-042	1.0%	0-070	0.2%	23%	False	False	706,011
60	119-015	116-253	2-082	1.9%	0-074	0.2%	11%	False	False	729,585
80	119-015	116-253	2-082	1.9%	0-073	0.2%	11%	False	False	555,137
100	119-015	116-253	2-082	1.9%	0-068	0.2%	11%	False	False	444,232
120	119-015	116-253	2-082	1.9%	0-057	0.2%	11%	False	False	370,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-019
2.618	117-229
1.618	117-162
1.000	117-120
0.618	117-094
HIGH	117-053
0.618	117-027
0.500	117-019
0.382	117-011
LOW	116-305
0.618	116-263
1.000	116-237
1.618	116-196
2.618	116-128
4.250	116-018

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	117-019	117-008
PP	117-018	117-001
S1	117-016	116-314

Download as Excel Spreadsheet

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

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