ECBOT 5 Year T-Note Future March 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Nov-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Nov-2017 | 24-Nov-2017 | Change | Change % | Previous Week |  
                        | Open | 116-160 | 116-250 | 0-090 | 0.2% | 116-247 |  
                        | High | 116-255 | 116-250 | -0-005 | 0.0% | 116-275 |  
                        | Low | 116-147 | 116-210 | 0-063 | 0.2% | 116-145 |  
                        | Close | 116-253 | 116-222 | -0-030 | -0.1% | 116-222 |  
                        | Range | 0-108 | 0-040 | -0-068 | -62.8% | 0-130 |  
                        | ATR | 0-066 | 0-064 | -0-002 | -2.5% | 0-000 |  
                        | Volume | 568,406 | 413,444 | -154,962 | -27.3% | 2,055,268 |  | 
    
| 
        
            | Daily Pivots for day following 24-Nov-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-028 | 117-005 | 116-244 |  |  
                | R3 | 116-308 | 116-285 | 116-233 |  |  
                | R2 | 116-268 | 116-268 | 116-230 |  |  
                | R1 | 116-245 | 116-245 | 116-226 | 116-236 |  
                | PP | 116-228 | 116-228 | 116-228 | 116-223 |  
                | S1 | 116-205 | 116-205 | 116-219 | 116-196 |  
                | S2 | 116-188 | 116-188 | 116-215 |  |  
                | S3 | 116-148 | 116-165 | 116-211 |  |  
                | S4 | 116-108 | 116-125 | 116-200 |  |  | 
        
            | Weekly Pivots for week ending 24-Nov-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 117-284 | 117-223 | 116-294 |  |  
                | R3 | 117-154 | 117-093 | 116-258 |  |  
                | R2 | 117-024 | 117-024 | 116-246 |  |  
                | R1 | 116-283 | 116-283 | 116-234 | 116-249 |  
                | PP | 116-214 | 116-214 | 116-214 | 116-197 |  
                | S1 | 116-153 | 116-153 | 116-211 | 116-119 |  
                | S2 | 116-084 | 116-084 | 116-199 |  |  
                | S3 | 115-274 | 116-023 | 116-187 |  |  
                | S4 | 115-144 | 115-213 | 116-151 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 116-275 | 116-145 | 0-130 | 0.3% | 0-067 | 0.2% | 60% | False | False | 421,006 |  
                | 10 | 116-315 | 116-145 | 0-170 | 0.5% | 0-067 | 0.2% | 46% | False | False | 230,944 |  
                | 20 | 117-042 | 116-145 | 0-218 | 0.6% | 0-062 | 0.2% | 36% | False | False | 120,364 |  
                | 40 | 117-135 | 116-145 | 0-310 | 0.8% | 0-055 | 0.1% | 25% | False | False | 60,914 |  
                | 60 | 118-193 | 116-145 | 2-048 | 1.8% | 0-037 | 0.1% | 11% | False | False | 40,609 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 117-100 |  
            | 2.618 | 117-035 |  
            | 1.618 | 116-315 |  
            | 1.000 | 116-290 |  
            | 0.618 | 116-275 |  
            | HIGH | 116-250 |  
            | 0.618 | 116-235 |  
            | 0.500 | 116-230 |  
            | 0.382 | 116-225 |  
            | LOW | 116-210 |  
            | 0.618 | 116-185 |  
            | 1.000 | 116-170 |  
            | 1.618 | 116-145 |  
            | 2.618 | 116-105 |  
            | 4.250 | 116-040 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Nov-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 116-230 | 116-215 |  
                                | PP | 116-228 | 116-207 |  
                                | S1 | 116-225 | 116-200 |  |