ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 19-Dec-2017

Day Change Summary
	Previous	Current
	18-Dec-2017	19-Dec-2017	Change	Change %	Previous Week
Open	116-147	116-160	0-013	0.0%	116-193
High	116-187	116-160	-0-027	-0.1%	116-253
Low	116-142	116-070	-0-072	-0.2%	116-113
Close	116-167	116-093	-0-075	-0.2%	116-175
Range	0-045	0-090	0-045	100.0%	0-140
ATR	0-073	0-075	0-002	2.4%	0-000
Volume	8,001	4,746	-3,255	-40.7%	59,881

Daily Pivots for day following 19-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-057	117-005	116-142
R3	116-287	116-235	116-117
R2	116-197	116-197	116-109
R1	116-145	116-145	116-101	116-126
PP	116-108	116-108	116-108	116-098
S1	116-055	116-055	116-084	116-036
S2	116-018	116-018	116-076
S3	115-248	115-285	116-068
S4	115-158	115-195	116-043

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-280	117-208	116-252
R3	117-140	117-068	116-214
R2	117-000	117-000	116-201
R1	116-248	116-248	116-188	116-214
PP	116-180	116-180	116-180	116-163
S1	116-108	116-108	116-162	116-074
S2	116-040	116-040	116-149
S3	115-220	115-288	116-137
S4	115-080	115-148	116-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-253	116-070	0-182	0.5%	0-084	0.2%	12%	False	True	10,272
10	116-253	116-070	0-182	0.5%	0-071	0.2%	12%	False	True	15,130
20	117-020	116-070	0-270	0.7%	0-073	0.2%	8%	False	True	490,648
40	117-120	116-070	1-050	1.0%	0-069	0.2%	6%	False	True	620,347
60	117-287	116-070	1-217	1.4%	0-071	0.2%	4%	False	True	641,764
80	119-015	116-070	2-265	2.4%	0-074	0.2%	2%	False	True	668,663
100	119-015	116-070	2-265	2.4%	0-072	0.2%	2%	False	True	566,969
120	119-015	116-070	2-265	2.4%	0-070	0.2%	2%	False	True	472,600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-222
2.618	117-076
1.618	116-306
1.000	116-250
0.618	116-216
HIGH	116-160
0.618	116-126
0.500	116-115
0.382	116-104
LOW	116-070
0.618	116-014
1.000	115-300
1.618	115-244
2.618	115-154
4.250	115-008

Fisher Pivots for day following 19-Dec-2017
Pivot	1 day	3 day
R1	116-115	116-136
PP	116-108	116-122
S1	116-100	116-107

Download as Excel Spreadsheet

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

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