ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	116-242	116-213	-0-030	-0.1%	117-030
High	116-273	116-245	-0-028	-0.1%	117-033
Low	116-205	116-185	-0-020	-0.1%	116-242
Close	116-210	116-230	0-020	0.1%	116-247
Range	0-068	0-060	-0-008	-11.1%	0-110
ATR	0-061	0-061	0-000	-0.1%	0-000
Volume	16,956	50,370	33,414	197.1%	63,817

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-080	117-055	116-263
R3	117-020	116-315	116-247
R2	116-280	116-280	116-241
R1	116-255	116-255	116-236	116-268
PP	116-220	116-220	116-220	116-226
S1	116-195	116-195	116-225	116-208
S2	116-160	116-160	116-219
S3	116-100	116-135	116-214
S4	116-040	116-075	116-197

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	117-025	116-185	0-160	0.4%	0-060	0.2%	28%	False	True	21,225
10	117-042	116-185	0-178	0.5%	0-059	0.2%	25%	False	True	15,217
20	117-065	116-175	0-210	0.6%	0-063	0.2%	26%	False	False	10,377
40	117-200	116-175	1-025	0.9%	0-043	0.1%	16%	False	False	5,337

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-180
2.618	117-082
1.618	117-022
1.000	116-305
0.618	116-282
HIGH	116-245
0.618	116-222
0.500	116-215
0.382	116-208
LOW	116-185
0.618	116-148
1.000	116-125
1.618	116-088
2.618	116-028
4.250	115-250

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	116-225	116-250
PP	116-220	116-243
S1	116-215	116-237

Download as Excel Spreadsheet

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

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