ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 05-Dec-2017

Day Change Summary
	Previous	Current
	04-Dec-2017	05-Dec-2017	Change	Change %	Previous Week
Open	116-153	116-175	0-022	0.1%	116-287
High	116-187	116-185	-0-002	0.0%	117-020
Low	116-140	116-133	-0-007	0.0%	116-142
Close	116-170	116-160	-0-010	0.0%	116-218
Range	0-047	0-052	0-005	10.5%	0-198
ATR	0-076	0-074	-0-002	-2.2%	0-000
Volume	43,404	89,272	45,868	105.7%	5,818,772

Daily Pivots for day following 05-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-317	116-291	116-189
R3	116-264	116-238	116-174
R2	116-212	116-212	116-170
R1	116-186	116-186	116-165	116-172
PP	116-159	116-159	116-159	116-153
S1	116-133	116-133	116-155	116-120
S2	116-107	116-107	116-150
S3	116-054	116-081	116-146
S4	116-002	116-028	116-131

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-186	118-079	117-006
R3	117-308	117-202	116-272
R2	117-111	117-111	116-254
R1	117-004	117-004	116-236	116-279
PP	116-233	116-233	116-233	116-211
S1	116-127	116-127	116-199	116-081
S2	116-036	116-036	116-181
S3	115-158	115-249	116-163
S4	114-281	115-052	116-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-315	116-133	0-182	0.5%	0-088	0.2%	15%	False	True	367,502
10	117-020	116-133	0-207	0.6%	0-075	0.2%	13%	False	True	966,166
20	117-100	116-133	0-287	0.8%	0-068	0.2%	10%	False	True	859,286
40	117-207	116-133	1-075	1.1%	0-069	0.2%	7%	False	True	780,877
60	118-173	116-133	2-040	1.8%	0-071	0.2%	4%	False	True	749,823
80	119-015	116-133	2-202	2.3%	0-073	0.2%	3%	False	True	706,219
100	119-015	116-133	2-202	2.3%	0-071	0.2%	3%	False	True	565,535
120	119-015	116-133	2-202	2.3%	0-064	0.2%	3%	False	True	471,342

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-088
2.618	117-002
1.618	116-270
1.000	116-237
0.618	116-217
HIGH	116-185
0.618	116-165
0.500	116-159
0.382	116-153
LOW	116-133
0.618	116-100
1.000	116-080
1.618	116-048
2.618	115-315
4.250	115-229

Fisher Pivots for day following 05-Dec-2017
Pivot	1 day	3 day
R1	116-160	116-215
PP	116-159	116-197
S1	116-159	116-178

Download as Excel Spreadsheet

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

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