ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 30-Nov-2017

Day Change Summary
	Previous	Current
	29-Nov-2017	30-Nov-2017	Change	Change %	Previous Week
Open	116-305	116-238	-0-067	-0.2%	116-313
High	116-315	116-253	-0-062	-0.2%	117-015
Low	116-220	116-165	-0-055	-0.1%	116-205
Close	116-262	116-185	-0-078	-0.2%	116-287
Range	0-095	0-088	-0-007	-7.9%	0-130
ATR	0-068	0-070	0-002	3.1%	0-000
Volume	1,205,748	290,947	-914,801	-75.9%	4,805,875

Daily Pivots for day following 30-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-143	117-092	116-233
R3	117-056	117-004	116-209
R2	116-288	116-288	116-201
R1	116-237	116-237	116-193	116-219
PP	116-201	116-201	116-201	116-192
S1	116-149	116-149	116-177	116-131
S2	116-113	116-113	116-169
S3	116-026	116-062	116-161
S4	115-258	115-294	116-137

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	116-165	0-175	0.5%	0-067	0.2%	11%	False	True	1,267,634
10	117-022	116-165	0-178	0.5%	0-069	0.2%	11%	False	True	1,179,683
20	117-120	116-165	0-275	0.7%	0-065	0.2%	7%	False	True	936,488
40	117-207	116-165	1-042	1.0%	0-068	0.2%	6%	False	True	813,442
60	119-015	116-165	2-170	2.2%	0-072	0.2%	2%	False	True	776,780
80	119-015	116-165	2-170	2.2%	0-073	0.2%	2%	False	True	702,284
100	119-015	116-165	2-170	2.2%	0-071	0.2%	2%	False	True	562,147
120	119-015	116-165	2-170	2.2%	0-062	0.2%	2%	False	True	468,501

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-304
2.618	117-162
1.618	117-074
1.000	117-020
0.618	116-307
HIGH	116-253
0.618	116-219
0.500	116-209
0.382	116-198
LOW	116-165
0.618	116-111
1.000	116-077
1.618	116-023
2.618	115-256
4.250	115-113

Fisher Pivots for day following 30-Nov-2017
Pivot	1 day	3 day
R1	116-209	116-252
PP	116-201	116-230
S1	116-193	116-207

Download as Excel Spreadsheet

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

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