ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	116-238	116-278	0-040	0.1%	117-030
High	116-305	116-278	-0-027	-0.1%	117-033
Low	116-238	116-215	-0-022	-0.1%	116-242
Close	116-270	116-235	-0-035	-0.1%	116-247
Range	0-067	0-062	-0-005	-7.4%	0-110
ATR	0-062	0-062	0-000	0.0%	0-000
Volume	75,558	42,483	-33,075	-43.8%	63,817

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-110	117-075	116-269
R3	117-047	117-013	116-252
R2	116-305	116-305	116-246
R1	116-270	116-270	116-241	116-256
PP	116-243	116-243	116-243	116-236
S1	116-208	116-208	116-229	116-194
S2	116-180	116-180	116-224
S3	116-118	116-145	116-218
S4	116-055	116-083	116-201

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	116-315	116-185	0-130	0.3%	0-066	0.2%	38%	False	False	40,882
10	117-042	116-185	0-178	0.5%	0-059	0.2%	28%	False	False	25,447
20	117-055	116-175	0-200	0.5%	0-065	0.2%	30%	False	False	16,235
40	117-200	116-175	1-025	0.9%	0-047	0.1%	17%	False	False	8,288

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-223
2.618	117-121
1.618	117-059
1.000	117-020
0.618	116-316
HIGH	116-278
0.618	116-254
0.500	116-246
0.382	116-239
LOW	116-215
0.618	116-176
1.000	116-153
1.618	116-114
2.618	116-051
4.250	115-269

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	116-246	116-245
PP	116-243	116-242
S1	116-239	116-238

Download as Excel Spreadsheet

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

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