ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 07-Dec-2017

Day Change Summary
	Previous	Current
	06-Dec-2017	07-Dec-2017	Change	Change %	Previous Week
Open	116-095	116-130	0-035	0.1%	116-222
High	116-170	116-158	-0-013	0.0%	116-282
Low	116-087	116-107	0-020	0.1%	116-065
Close	116-140	116-110	-0-030	-0.1%	116-147
Range	0-083	0-050	-0-033	-39.4%	0-218
ATR	0-076	0-074	-0-002	-2.5%	0-000
Volume	885,148	726,387	-158,761	-17.9%	7,729,556

Daily Pivots for day following 07-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-275	116-243	116-138
R3	116-225	116-193	116-124
R2	116-175	116-175	116-119
R1	116-143	116-143	116-115	116-134
PP	116-125	116-125	116-125	116-121
S1	116-093	116-093	116-105	116-084
S2	116-075	116-075	116-101
S3	116-025	116-042	116-096
S4	115-295	115-312	116-083

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-178	118-060	116-267
R3	117-280	117-162	116-207
R2	117-062	117-062	116-187
R1	116-265	116-265	116-167	116-215
PP	116-165	116-165	116-165	116-140
S1	116-047	116-047	116-128	115-317
S2	115-267	115-267	116-108
S3	115-050	115-150	116-088
S4	114-152	114-252	116-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-227	116-053	0-175	0.5%	0-084	0.2%	33%	False	False	1,023,848
10	116-282	116-053	0-230	0.6%	0-077	0.2%	25%	False	False	1,140,605
20	117-013	116-053	0-280	0.8%	0-072	0.2%	21%	False	False	665,522
40	117-135	116-053	1-082	1.1%	0-067	0.2%	14%	False	False	335,723
60	117-285	116-053	1-232	1.5%	0-049	0.1%	10%	False	False	223,819

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	117-050
2.618	116-288
1.618	116-238
1.000	116-208
0.618	116-188
HIGH	116-158
0.618	116-138
0.500	116-132
0.382	116-127
LOW	116-107
0.618	116-077
1.000	116-057
1.618	116-027
2.618	115-297
4.250	115-215

Fisher Pivots for day following 07-Dec-2017
Pivot	1 day	3 day
R1	116-132	116-111
PP	116-125	116-111
S1	116-118	116-110

Download as Excel Spreadsheet

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

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