ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 28-Nov-2017

Day Change Summary
	Previous	Current
	27-Nov-2017	28-Nov-2017	Change	Change %	Previous Week
Open	116-287	116-315	0-028	0.1%	116-313
High	117-000	117-020	0-020	0.1%	117-015
Low	116-260	116-287	0-027	0.1%	116-205
Close	116-318	116-293	-0-025	-0.1%	116-287
Range	0-060	0-053	-0-007	-12.5%	0-130
ATR	0-067	0-066	-0-001	-1.5%	0-000
Volume	2,018,521	2,095,415	76,894	3.8%	4,805,875

Daily Pivots for day following 28-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-144	117-111	117-001
R3	117-092	117-058	116-307
R2	117-039	117-039	116-302
R1	117-006	117-006	116-297	116-316
PP	116-307	116-307	116-307	116-302
S1	116-273	116-273	116-288	116-264
S2	116-254	116-254	116-283
S3	116-202	116-221	116-278
S4	116-149	116-168	116-264

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	117-020	116-205	0-135	0.4%	0-063	0.2%	65%	True	False	1,564,831
10	117-053	116-205	0-168	0.4%	0-063	0.2%	52%	False	False	1,203,735
20	117-120	116-205	0-235	0.6%	0-061	0.2%	37%	False	False	934,753
40	117-213	116-205	1-008	0.9%	0-067	0.2%	27%	False	False	804,587
60	119-015	116-205	2-130	2.1%	0-073	0.2%	11%	False	False	779,825
80	119-015	116-205	2-130	2.1%	0-072	0.2%	11%	False	False	683,658
100	119-015	116-205	2-130	2.1%	0-070	0.2%	11%	False	False	547,193
120	119-015	116-205	2-130	2.1%	0-061	0.2%	11%	False	False	456,029

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-243
2.618	117-157
1.618	117-105
1.000	117-073
0.618	117-052
HIGH	117-020
0.618	117-000
0.500	116-314
0.382	116-308
LOW	116-287
0.618	116-255
1.000	116-235
1.618	116-203
2.618	116-150
4.250	116-064

Fisher Pivots for day following 28-Nov-2017
Pivot	1 day	3 day
R1	116-314	116-300
PP	116-307	116-298
S1	116-300	116-295

Download as Excel Spreadsheet

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

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