ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	116-315	116-242	-0-073	-0.2%	117-030
High	116-315	116-273	-0-042	-0.1%	117-033
Low	116-242	116-205	-0-038	-0.1%	116-242
Close	116-247	116-210	-0-037	-0.1%	116-247
Range	0-073	0-068	-0-005	-6.9%	0-110
ATR	0-061	0-061	0-000	0.8%	0-000
Volume	19,047	16,956	-2,091	-11.0%	63,817

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-112	117-068	116-247
R3	117-044	117-001	116-229
R2	116-297	116-297	116-222
R1	116-253	116-253	116-216	116-241
PP	116-229	116-229	116-229	116-223
S1	116-186	116-186	116-204	116-174
S2	116-162	116-162	116-198
S3	116-094	116-118	116-191
S4	116-027	116-051	116-173

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	116-205	0-148	0.4%	0-057	0.2%	3%	False	True	15,648
10	117-042	116-205	0-158	0.4%	0-058	0.2%	3%	False	True	11,107
20	117-065	116-175	0-210	0.6%	0-062	0.2%	17%	False	False	8,137
40	117-210	116-175	1-035	1.0%	0-042	0.1%	10%	False	False	4,078

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-239
2.618	117-129
1.618	117-062
1.000	117-020
0.618	116-314
HIGH	116-273
0.618	116-247
0.500	116-239
0.382	116-231
LOW	116-205
0.618	116-163
1.000	116-137
1.618	116-096
2.618	116-028
4.250	115-238

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	116-239	116-269
PP	116-229	116-249
S1	116-220	116-230

Download as Excel Spreadsheet

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

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