ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 14-Dec-2017

Day Change Summary
	Previous	Current
	13-Dec-2017	14-Dec-2017	Change	Change %	Previous Week
Open	116-162	116-235	0-073	0.2%	116-153
High	116-253	116-253	0-000	0.0%	116-242
Low	116-113	116-167	0-055	0.1%	116-133
Close	116-247	116-213	-0-035	-0.1%	116-190
Range	0-140	0-085	-0-055	-39.3%	0-110
ATR	0-075	0-076	0-001	1.0%	0-000
Volume	10,241	13,050	2,809	27.4%	211,350

Daily Pivots for day following 14-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-146	117-104	116-259
R3	117-061	117-019	116-236
R2	116-296	116-296	116-228
R1	116-254	116-254	116-220	116-233
PP	116-211	116-211	116-211	116-200
S1	116-169	116-169	116-205	116-147
S2	116-126	116-126	116-197
S3	116-041	116-084	116-189
S4	115-276	115-319	116-166

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%	0-080	0.2%	71%	True	False	12,516
10	116-298	116-113	0-185	0.5%	0-077	0.2%	54%	False	False	46,405
20	117-022	116-113	0-230	0.6%	0-073	0.2%	43%	False	False	613,044
40	117-138	116-113	1-025	0.9%	0-071	0.2%	29%	False	False	671,944
60	117-295	116-113	1-182	1.3%	0-071	0.2%	20%	False	False	675,022
80	119-015	116-113	2-222	2.3%	0-074	0.2%	12%	False	False	700,450
100	119-015	116-113	2-222	2.3%	0-073	0.2%	12%	False	False	566,718
120	119-015	116-113	2-222	2.3%	0-069	0.2%	12%	False	False	472,368

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-294
2.618	117-155
1.618	117-070
1.000	117-018
0.618	116-305
HIGH	116-253
0.618	116-220
0.500	116-210
0.382	116-200
LOW	116-167
0.618	116-115
1.000	116-082
1.618	116-030
2.618	115-265
4.250	115-126

Fisher Pivots for day following 14-Dec-2017
Pivot	1 day	3 day
R1	116-212	116-203
PP	116-211	116-193
S1	116-210	116-183

Download as Excel Spreadsheet

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

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