ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	116-293	116-313	0-020	0.1%	116-318
High	117-007	117-015	0-008	0.0%	117-053
Low	116-287	116-245	-0-042	-0.1%	116-255
Close	116-300	116-245	-0-055	-0.1%	116-300
Range	0-040	0-090	0-050	125.0%	0-118
ATR	0-066	0-068	0-002	2.6%	0-000
Volume	668,011	1,095,654	427,643	64.0%	3,668,827

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-225	117-165	116-295
R3	117-135	117-075	116-270
R2	117-045	117-045	116-261
R1	116-305	116-305	116-253	116-290
PP	116-275	116-275	116-275	116-267
S1	116-215	116-215	116-237	116-200
S2	116-185	116-185	116-228
S3	116-095	116-125	116-220
S4	116-005	116-035	116-195

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-022	117-278	117-045
R3	117-224	117-161	117-012
R2	117-107	117-107	117-002
R1	117-043	117-043	116-311	117-016
PP	116-309	116-309	116-309	116-296
S1	116-246	116-246	116-289	116-219
S2	116-192	116-192	116-278
S3	116-074	116-128	116-268
S4	115-277	116-011	116-235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-053	116-245	0-128	0.3%	0-064	0.2%	0%	False	True	842,640
10	117-100	116-245	0-175	0.5%	0-061	0.2%	0%	False	True	752,406
20	117-120	116-245	0-195	0.5%	0-066	0.2%	0%	False	True	750,045
40	117-287	116-245	1-042	1.0%	0-070	0.2%	0%	False	True	717,322
60	119-015	116-245	2-090	2.0%	0-074	0.2%	0%	False	True	728,001
80	119-015	116-245	2-090	2.0%	0-072	0.2%	0%	False	True	586,049
100	119-015	116-245	2-090	2.0%	0-069	0.2%	0%	False	True	468,990
120	119-015	116-245	2-090	2.0%	0-058	0.2%	0%	False	True	390,828

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	118-078
2.618	117-251
1.618	117-161
1.000	117-105
0.618	117-071
HIGH	117-015
0.618	116-301
0.500	116-290
0.382	116-279
LOW	116-245
0.618	116-189
1.000	116-155
1.618	116-099
2.618	116-009
4.250	115-182

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	116-290	116-294
PP	116-275	116-277
S1	116-260	116-261

Download as Excel Spreadsheet

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

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