ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 29-Nov-2017

Day Change Summary
	Previous	Current
	28-Nov-2017	29-Nov-2017	Change	Change %	Previous Week
Open	116-315	116-305	-0-010	0.0%	116-313
High	117-020	116-315	-0-025	-0.1%	117-015
Low	116-287	116-220	-0-067	-0.2%	116-205
Close	116-293	116-262	-0-030	-0.1%	116-287
Range	0-053	0-095	0-042	80.9%	0-130
ATR	0-066	0-068	0-002	3.2%	0-000
Volume	2,095,415	1,205,748	-889,667	-42.5%	4,805,875

Daily Pivots for day following 29-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-231	117-182	116-315
R3	117-136	117-087	116-289
R2	117-041	117-041	116-280
R1	116-312	116-312	116-271	116-289
PP	116-266	116-266	116-266	116-254
S1	116-217	116-217	116-254	116-194
S2	116-171	116-171	116-245
S3	116-076	116-122	116-236
S4	115-301	116-027	116-210

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	116-215	0-125	0.3%	0-071	0.2%	38%	False	False	1,487,643
10	117-053	116-205	0-168	0.4%	0-067	0.2%	34%	False	False	1,244,881
20	117-120	116-205	0-235	0.6%	0-064	0.2%	24%	False	False	960,087
40	117-213	116-205	1-008	0.9%	0-068	0.2%	18%	False	False	820,667
60	119-015	116-205	2-130	2.1%	0-072	0.2%	7%	False	False	784,595
80	119-015	116-205	2-130	2.1%	0-073	0.2%	7%	False	False	698,702
100	119-015	116-205	2-130	2.1%	0-071	0.2%	7%	False	False	559,248
120	119-015	116-205	2-130	2.1%	0-062	0.2%	7%	False	False	466,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-079
2.618	117-244
1.618	117-149
1.000	117-090
0.618	117-054
HIGH	116-315
0.618	116-279
0.500	116-268
0.382	116-256
LOW	116-220
0.618	116-161
1.000	116-125
1.618	116-066
2.618	115-291
4.250	115-136

Fisher Pivots for day following 29-Nov-2017
Pivot	1 day	3 day
R1	116-268	116-280
PP	116-266	116-274
S1	116-264	116-268

Download as Excel Spreadsheet

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

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