ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 15-Dec-2017

Day Change Summary
	Previous	Current
	14-Dec-2017	15-Dec-2017	Change	Change %	Previous Week
Open	116-235	116-193	-0-042	-0.1%	116-193
High	116-253	116-202	-0-050	-0.1%	116-253
Low	116-167	116-145	-0-022	-0.1%	116-113
Close	116-213	116-175	-0-038	-0.1%	116-175
Range	0-085	0-058	-0-028	-32.4%	0-140
ATR	0-076	0-075	-0-001	-0.8%	0-000
Volume	13,050	15,322	2,272	17.4%	59,881

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-027	116-318	116-207
R3	116-289	116-261	116-191
R2	116-232	116-232	116-186
R1	116-203	116-203	116-180	116-189
PP	116-174	116-174	116-174	116-167
S1	116-146	116-146	116-170	116-131
S2	116-117	116-117	116-164
S3	116-059	116-088	116-159
S4	116-002	116-031	116-143

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	116-113	0-140	0.4%	0-079	0.2%	45%	False	False	11,976
10	116-253	116-113	0-140	0.4%	0-068	0.2%	45%	False	False	27,123
20	117-020	116-113	0-227	0.6%	0-073	0.2%	27%	False	False	578,194
40	117-133	116-113	1-020	0.9%	0-070	0.2%	18%	False	False	652,388
60	117-295	116-113	1-182	1.3%	0-071	0.2%	12%	False	False	662,505
80	119-015	116-113	2-222	2.3%	0-073	0.2%	7%	False	False	694,865
100	119-015	116-113	2-222	2.3%	0-072	0.2%	7%	False	False	566,853
120	119-015	116-113	2-222	2.3%	0-069	0.2%	7%	False	False	472,495

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-127
2.618	117-033
1.618	116-296
1.000	116-260
0.618	116-238
HIGH	116-202
0.618	116-181
0.500	116-174
0.382	116-167
LOW	116-145
0.618	116-109
1.000	116-087
1.618	116-052
2.618	115-314
4.250	115-221

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	116-175	116-183
PP	116-174	116-180
S1	116-174	116-178

Download as Excel Spreadsheet

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

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