ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 18-Dec-2017

Day Change Summary
	Previous	Current
	15-Dec-2017	18-Dec-2017	Change	Change %	Previous Week
Open	116-193	116-147	-0-045	-0.1%	116-193
High	116-202	116-187	-0-015	0.0%	116-253
Low	116-145	116-142	-0-002	0.0%	116-113
Close	116-175	116-167	-0-008	0.0%	116-175
Range	0-058	0-045	-0-013	-21.8%	0-140
ATR	0-075	0-073	-0-002	-2.9%	0-000
Volume	15,322	8,001	-7,321	-47.8%	59,881

Daily Pivots for day following 18-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-301	116-279	116-192
R3	116-256	116-234	116-180
R2	116-211	116-211	116-176
R1	116-189	116-189	116-172	116-200
PP	116-166	116-166	116-166	116-171
S1	116-144	116-144	116-163	116-155
S2	116-121	116-121	116-159
S3	116-076	116-099	116-155
S4	116-031	116-054	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%	0-076	0.2%	39%	False	False	12,105
10	116-253	116-113	0-140	0.4%	0-067	0.2%	39%	False	False	23,582
20	117-020	116-113	0-227	0.6%	0-073	0.2%	24%	False	False	545,193
40	117-120	116-113	1-007	0.9%	0-069	0.2%	17%	False	False	631,912
60	117-295	116-113	1-182	1.3%	0-071	0.2%	11%	False	False	652,121
80	119-015	116-113	2-222	2.3%	0-073	0.2%	6%	False	False	683,832
100	119-015	116-113	2-222	2.3%	0-072	0.2%	6%	False	False	566,928
120	119-015	116-113	2-222	2.3%	0-070	0.2%	6%	False	False	472,560

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	117-059
2.618	116-305
1.618	116-260
1.000	116-232
0.618	116-215
HIGH	116-187
0.618	116-170
0.500	116-165
0.382	116-160
LOW	116-142
0.618	116-115
1.000	116-098
1.618	116-070
2.618	116-025
4.250	115-271

Fisher Pivots for day following 18-Dec-2017
Pivot	1 day	3 day
R1	116-167	116-198
PP	116-166	116-187
S1	116-165	116-177

Download as Excel Spreadsheet

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

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