ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	116-187	116-193	0-005	0.0%	116-153
High	116-230	116-230	0-000	0.0%	116-242
Low	116-167	116-170	0-003	0.0%	116-133
Close	116-190	116-170	-0-020	-0.1%	116-190
Range	0-063	0-060	-0-003	-4.0%	0-110
ATR	0-072	0-071	-0-001	-1.2%	0-000
Volume	18,022	7,355	-10,667	-59.2%	211,350

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-050	117-010	116-203
R3	116-310	116-270	116-187
R2	116-250	116-250	116-181
R1	116-210	116-210	116-176	116-200
PP	116-190	116-190	116-190	116-185
S1	116-150	116-150	116-165	116-140
S2	116-130	116-130	116-159
S3	116-070	116-090	116-154
S4	116-010	116-030	116-137

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-198	117-144	116-251
R3	117-088	117-034	116-220
R2	116-298	116-298	116-210
R1	116-244	116-244	116-200	116-271
PP	116-188	116-188	116-188	116-202
S1	116-134	116-134	116-180	116-161
S2	116-078	116-078	116-170
S3	115-288	116-024	116-160
S4	115-178	115-234	116-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-242	116-133	0-110	0.3%	0-059	0.2%	34%	False	False	35,060
10	117-020	116-133	0-207	0.6%	0-073	0.2%	18%	False	False	401,895
20	117-053	116-133	0-240	0.6%	0-069	0.2%	16%	False	False	725,608
40	117-185	116-133	1-052	1.0%	0-069	0.2%	10%	False	False	717,155
60	118-010	116-133	1-198	1.4%	0-070	0.2%	7%	False	False	705,420
80	119-015	116-133	2-202	2.3%	0-073	0.2%	4%	False	False	705,208
100	119-015	116-133	2-202	2.3%	0-072	0.2%	4%	False	False	566,378
120	119-015	116-133	2-202	2.3%	0-066	0.2%	4%	False	False	472,058

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-165
2.618	117-067
1.618	117-007
1.000	116-290
0.618	116-267
HIGH	116-230
0.618	116-207
0.500	116-200
0.382	116-193
LOW	116-170
0.618	116-133
1.000	116-110
1.618	116-073
2.618	116-013
4.250	115-235

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	116-200	116-199
PP	116-190	116-189
S1	116-180	116-180

Download as Excel Spreadsheet

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

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