ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	117-018	116-302	-0-035	-0.1%	116-280
High	117-025	117-013	-0-012	0.0%	117-042
Low	116-298	116-280	-0-018	0.0%	116-265
Close	116-315	117-000	0-005	0.0%	116-310
Range	0-047	0-053	0-005	10.6%	0-098
ATR	0-060	0-059	-0-001	-0.9%	0-000
Volume	11,356	8,396	-2,960	-26.1%	36,754

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-148	117-127	117-029
R3	117-096	117-074	117-014
R2	117-043	117-043	117-010
R1	117-022	117-022	117-005	117-033
PP	116-311	116-311	116-311	116-316
S1	116-289	116-289	116-315	116-300
S2	116-258	116-258	116-310
S3	116-206	116-237	116-306
S4	116-153	116-184	116-291

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-285	117-235	117-044
R3	117-188	117-138	117-017
R2	117-090	117-090	117-008
R1	117-040	117-040	116-319	117-065
PP	116-313	116-313	116-313	117-005
S1	116-263	116-263	116-301	116-288
S2	116-215	116-215	116-292
S3	116-117	116-165	116-283
S4	116-020	116-067	116-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-042	116-280	0-082	0.2%	0-053	0.1%	48%	False	True	10,011
10	117-042	116-175	0-187	0.5%	0-058	0.2%	77%	False	False	9,784
20	117-135	116-175	0-280	0.7%	0-062	0.2%	52%	False	False	6,344
40	117-258	116-175	1-082	1.1%	0-038	0.1%	36%	False	False	3,178

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-236
2.618	117-150
1.618	117-097
1.000	117-065
0.618	117-045
HIGH	117-013
0.618	116-312
0.500	116-306
0.382	116-300
LOW	116-280
0.618	116-248
1.000	116-227
1.618	116-195
2.618	116-143
4.250	116-057

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	116-315	116-319
PP	116-311	116-318
S1	116-306	116-316

Download as Excel Spreadsheet

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

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