ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	116-310	117-022	0-032	0.1%	117-078
High	117-053	117-022	-0-030	-0.1%	117-105
Low	116-305	116-280	-0-025	-0.1%	116-315
Close	117-015	116-298	-0-038	-0.1%	117-000
Range	0-068	0-062	-0-005	-7.4%	0-110
ATR	0-068	0-068	0-000	-0.6%	0-000
Volume	942,924	712,316	-230,608	-24.5%	3,252,698

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-174	117-138	117-012
R3	117-112	117-076	116-315
R2	117-049	117-049	116-309
R1	117-013	117-013	116-303	117-000
PP	116-307	116-307	116-307	116-300
S1	116-271	116-271	116-292	116-258
S2	116-244	116-244	116-286
S3	116-182	116-208	116-280
S4	116-119	116-146	116-263

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	117-065	116-255	0-130	0.3%	0-065	0.2%	33%	False	False	750,836
10	117-120	116-255	0-185	0.5%	0-060	0.2%	23%	False	False	692,515
20	117-133	116-253	0-200	0.5%	0-068	0.2%	22%	False	False	726,581
40	117-295	116-253	1-042	1.0%	0-070	0.2%	12%	False	False	704,660
60	119-015	116-253	2-082	1.9%	0-074	0.2%	6%	False	False	733,756
80	119-015	116-253	2-082	1.9%	0-072	0.2%	6%	False	False	564,017
100	119-015	116-253	2-082	1.9%	0-068	0.2%	6%	False	False	451,356
120	119-015	116-253	2-082	1.9%	0-057	0.2%	6%	False	False	376,130

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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-288
2.618	117-186
1.618	117-124
1.000	117-085
0.618	117-061
HIGH	117-022
0.618	116-319
0.500	116-311
0.382	116-304
LOW	116-280
0.618	116-241
1.000	116-218
1.618	116-179
2.618	116-116
4.250	116-014

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	116-311	116-314
PP	116-307	116-308
S1	116-302	116-303

Download as Excel Spreadsheet

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

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