ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 10-Nov-2017

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	116-302	116-315	0-013	0.0%	117-030
High	117-013	116-315	-0-018	0.0%	117-033
Low	116-280	116-242	-0-038	-0.1%	116-242
Close	117-000	116-247	-0-073	-0.2%	116-247
Range	0-053	0-073	0-020	38.1%	0-110
ATR	0-059	0-061	0-001	2.2%	0-000
Volume	8,396	19,047	10,651	126.9%	63,817

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-166	117-119	116-287
R3	117-093	117-047	116-267
R2	117-021	117-021	116-261
R1	116-294	116-294	116-254	116-281
PP	116-268	116-268	116-268	116-262
S1	116-222	116-222	116-241	116-209
S2	116-196	116-196	116-234
S3	116-123	116-149	116-228
S4	116-051	116-077	116-208

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-291	117-219	116-308
R3	117-181	117-109	116-278
R2	117-071	117-071	116-268
R1	116-319	116-319	116-258	116-300
PP	116-281	116-281	116-281	116-271
S1	116-209	116-209	116-237	116-190
S2	116-171	116-171	116-227
S3	116-061	116-099	116-217
S4	115-271	115-309	116-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-033	116-242	0-110	0.3%	0-052	0.1%	5%	False	True	12,763
10	117-042	116-242	0-120	0.3%	0-056	0.1%	4%	False	True	10,057
20	117-087	116-175	0-232	0.6%	0-061	0.2%	31%	False	False	7,297
40	117-225	116-175	1-050	1.0%	0-040	0.1%	20%	False	False	3,654

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	117-303
2.618	117-185
1.618	117-112
1.000	117-068
0.618	117-040
HIGH	116-315
0.618	116-287
0.500	116-279
0.382	116-270
LOW	116-242
0.618	116-198
1.000	116-170
1.618	116-125
2.618	116-053
4.250	115-254

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	116-279	116-294
PP	116-268	116-278
S1	116-258	116-263

Download as Excel Spreadsheet

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

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