ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	116-213	116-238	0-025	0.1%	117-030
High	116-245	116-305	0-060	0.2%	117-033
Low	116-185	116-238	0-053	0.1%	116-242
Close	116-230	116-270	0-040	0.1%	116-247
Range	0-060	0-067	0-007	12.5%	0-110
ATR	0-061	0-062	0-001	1.6%	0-000
Volume	50,370	75,558	25,188	50.0%	63,817

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-153	117-119	116-307
R3	117-086	117-052	116-289
R2	117-018	117-018	116-282
R1	116-304	116-304	116-276	117-001
PP	116-271	116-271	116-271	116-279
S1	116-237	116-237	116-264	116-254
S2	116-203	116-203	116-258
S3	116-136	116-169	116-251
S4	116-068	116-102	116-233

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	117-013	116-185	0-148	0.4%	0-064	0.2%	58%	False	False	34,065
10	117-042	116-185	0-178	0.5%	0-059	0.2%	48%	False	False	21,579
20	117-065	116-175	0-210	0.6%	0-065	0.2%	45%	False	False	14,126
40	117-200	116-175	1-025	0.9%	0-045	0.1%	28%	False	False	7,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-272
2.618	117-162
1.618	117-094
1.000	117-052
0.618	117-027
HIGH	116-305
0.618	116-279
0.500	116-271
0.382	116-263
LOW	116-238
0.618	116-196
1.000	116-170
1.618	116-128
2.618	116-061
4.250	115-271

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	116-271	116-262
PP	116-271	116-253
S1	116-270	116-245

Download as Excel Spreadsheet

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

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