ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	116-175	116-162	-0-013	0.0%	116-153
High	116-182	116-253	0-070	0.2%	116-242
Low	116-133	116-113	-0-020	-0.1%	116-133
Close	116-153	116-247	0-095	0.3%	116-190
Range	0-050	0-140	0-090	180.1%	0-110
ATR	0-070	0-075	0-005	7.2%	0-000
Volume	13,913	10,241	-3,672	-26.4%	211,350

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-304	117-256	117-004
R3	117-164	117-116	116-286
R2	117-024	117-024	116-273
R1	116-296	116-296	116-260	117-000
PP	116-204	116-204	116-204	116-216
S1	116-156	116-156	116-235	116-180
S2	116-064	116-064	116-222
S3	115-244	116-016	116-209
S4	115-104	115-196	116-170

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	116-253	116-113	0-140	0.4%	0-072	0.2%	96%	True	True	13,746
10	116-298	116-113	0-185	0.5%	0-078	0.2%	73%	False	True	74,194
20	117-053	116-113	0-260	0.7%	0-072	0.2%	52%	False	True	659,537
40	117-138	116-113	1-025	0.9%	0-070	0.2%	39%	False	True	685,744
60	118-007	116-113	1-215	1.4%	0-072	0.2%	25%	False	True	689,642
80	119-015	116-113	2-222	2.3%	0-073	0.2%	16%	False	True	704,102
100	119-015	116-113	2-222	2.3%	0-073	0.2%	16%	False	True	566,598
120	119-015	116-113	2-222	2.3%	0-068	0.2%	16%	False	True	472,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-208
2.618	117-299
1.618	117-159
1.000	117-073
0.618	117-019
HIGH	116-253
0.618	116-199
0.500	116-183
0.382	116-166
LOW	116-113
0.618	116-026
1.000	115-293
1.618	115-206
2.618	115-066
4.250	114-158

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	116-226	116-226
PP	116-204	116-204
S1	116-183	116-183

Download as Excel Spreadsheet

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

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