ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	116-247	116-193	-0-055	-0.1%	116-242
High	116-275	116-200	-0-075	-0.2%	116-305
Low	116-182	116-145	-0-038	-0.1%	116-185
Close	116-185	116-155	-0-030	-0.1%	116-238
Range	0-093	0-055	-0-038	-40.5%	0-120
ATR	0-063	0-062	-0-001	-0.9%	0-000
Volume	417,959	655,459	237,500	56.8%	235,133

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-012	116-298	116-185
R3	116-277	116-243	116-170
R2	116-222	116-222	116-165
R1	116-188	116-188	116-160	116-178
PP	116-167	116-167	116-167	116-161
S1	116-133	116-133	116-150	116-122
S2	116-112	116-112	116-145
S3	116-057	116-078	116-140
S4	116-002	116-023	116-125

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-282	117-220	116-304
R3	117-162	117-100	116-271
R2	117-042	117-042	116-260
R1	116-300	116-300	116-249	116-271
PP	116-242	116-242	116-242	116-228
S1	116-180	116-180	116-227	116-151
S2	116-122	116-122	116-216
S3	116-002	116-060	116-205
S4	115-202	115-260	116-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-305	116-145	0-160	0.4%	0-064	0.2%	6%	False	True	248,245
10	117-025	116-145	0-200	0.5%	0-062	0.2%	5%	False	True	134,735
20	117-042	116-145	0-218	0.6%	0-063	0.2%	5%	False	True	72,313
40	117-135	116-145	0-310	0.8%	0-051	0.1%	3%	False	True	36,367
60	118-193	116-145	2-048	1.8%	0-034	0.1%	1%	False	True	24,245

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	117-114
2.618	117-024
1.618	116-289
1.000	116-255
0.618	116-234
HIGH	116-200
0.618	116-179
0.500	116-172
0.382	116-166
LOW	116-145
0.618	116-111
1.000	116-090
1.618	116-056
2.618	116-001
4.250	115-231

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	116-172	116-210
PP	116-167	116-192
S1	116-161	116-173

Download as Excel Spreadsheet

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

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