ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 07-Dec-2017

Day Change Summary
	Previous	Current
	06-Dec-2017	07-Dec-2017	Change	Change %	Previous Week
Open	116-173	116-205	0-032	0.1%	116-287
High	116-242	116-230	-0-012	0.0%	117-020
Low	116-167	116-185	0-018	0.0%	116-142
Close	116-215	116-185	-0-030	-0.1%	116-218
Range	0-075	0-045	-0-030	-40.0%	0-198
ATR	0-075	0-073	-0-002	-2.9%	0-000
Volume	41,450	19,202	-22,248	-53.7%	5,818,772

Daily Pivots for day following 07-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-015	116-305	116-210
R3	116-290	116-260	116-197
R2	116-245	116-245	116-193
R1	116-215	116-215	116-189	116-208
PP	116-200	116-200	116-200	116-196
S1	116-170	116-170	116-181	116-162
S2	116-155	116-155	116-177
S3	116-110	116-125	116-173
S4	116-065	116-080	116-160

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	116-298	116-133	0-165	0.4%	0-075	0.2%	32%	False	False	80,293
10	117-020	116-133	0-207	0.6%	0-071	0.2%	25%	False	False	673,964
20	117-082	116-133	0-270	0.7%	0-069	0.2%	19%	False	False	805,915
40	117-207	116-133	1-075	1.1%	0-070	0.2%	13%	False	False	751,917
60	118-087	116-133	1-275	1.6%	0-071	0.2%	9%	False	False	731,197
80	119-015	116-133	2-202	2.3%	0-074	0.2%	6%	False	False	705,981
100	119-015	116-133	2-202	2.3%	0-071	0.2%	6%	False	False	566,131
120	119-015	116-133	2-202	2.3%	0-065	0.2%	6%	False	False	471,847

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	117-101
2.618	117-028
1.618	116-303
1.000	116-275
0.618	116-258
HIGH	116-230
0.618	116-213
0.500	116-208
0.382	116-202
LOW	116-185
0.618	116-157
1.000	116-140
1.618	116-112
2.618	116-067
4.250	115-314

Fisher Pivots for day following 07-Dec-2017
Pivot	1 day	3 day
R1	116-208	116-188
PP	116-200	116-187
S1	116-192	116-186

Download as Excel Spreadsheet

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

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