ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 24-Nov-2017

Day Change Summary
	Previous	Current
	22-Nov-2017	24-Nov-2017	Change	Change %	Previous Week
Open	116-225	116-315	0-090	0.2%	116-313
High	117-000	116-315	-0-005	0.0%	117-015
Low	116-215	116-275	0-060	0.2%	116-205
Close	116-315	116-287	-0-028	-0.1%	116-287
Range	0-105	0-040	-0-065	-61.9%	0-130
ATR	0-069	0-067	-0-002	-3.0%	0-000
Volume	1,390,992	727,541	-663,451	-47.7%	4,805,875

Daily Pivots for day following 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-093	117-070	116-309
R3	117-053	117-030	116-298
R2	117-013	117-013	116-295
R1	116-310	116-310	116-291	116-301
PP	116-293	116-293	116-293	116-288
S1	116-270	116-270	116-284	116-261
S2	116-253	116-253	116-280
S3	116-213	116-230	116-276
S4	116-173	116-190	116-265

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-026	117-287	117-039
R3	117-216	117-157	117-003
R2	117-086	117-086	116-311
R1	117-027	117-027	116-299	116-311
PP	116-276	116-276	116-276	116-258
S1	116-217	116-217	116-276	116-181
S2	116-146	116-146	116-264
S3	116-016	116-087	116-252
S4	115-206	115-277	116-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-015	116-205	0-130	0.3%	0-066	0.2%	63%	False	False	1,094,777
10	117-065	116-205	0-180	0.5%	0-066	0.2%	46%	False	False	922,806
20	117-120	116-205	0-235	0.6%	0-064	0.2%	35%	False	False	808,805
40	117-225	116-205	1-020	0.9%	0-068	0.2%	24%	False	False	746,361
60	119-015	116-205	2-130	2.1%	0-074	0.2%	11%	False	False	736,634
80	119-015	116-205	2-130	2.1%	0-072	0.2%	11%	False	False	632,340
100	119-015	116-205	2-130	2.1%	0-071	0.2%	11%	False	False	506,064
120	119-015	116-205	2-130	2.1%	0-060	0.2%	11%	False	False	421,746

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-165
2.618	117-100
1.618	117-060
1.000	117-035
0.618	117-020
HIGH	116-315
0.618	116-300
0.500	116-295
0.382	116-290
LOW	116-275
0.618	116-250
1.000	116-235
1.618	116-210
2.618	116-170
4.250	116-105

Fisher Pivots for day following 24-Nov-2017
Pivot	1 day	3 day
R1	116-295	116-279
PP	116-293	116-271
S1	116-290	116-262

Download as Excel Spreadsheet

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

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