ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 20-Dec-2017

Day Change Summary
	Previous	Current
	19-Dec-2017	20-Dec-2017	Change	Change %	Previous Week
Open	116-160	116-102	-0-058	-0.2%	116-193
High	116-160	116-110	-0-050	-0.1%	116-253
Low	116-070	116-058	-0-013	0.0%	116-113
Close	116-093	116-067	-0-025	-0.1%	116-175
Range	0-090	0-053	-0-037	-41.6%	0-140
ATR	0-075	0-073	-0-002	-2.1%	0-000
Volume	4,746	2,287	-2,459	-51.8%	59,881

Daily Pivots for day following 20-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-236	116-204	116-096
R3	116-183	116-152	116-082
R2	116-131	116-131	116-077
R1	116-099	116-099	116-072	116-089
PP	116-078	116-078	116-078	116-073
S1	116-047	116-047	116-063	116-036
S2	116-026	116-026	116-058
S3	115-293	115-314	116-053
S4	115-241	115-262	116-039

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	116-058	0-195	0.5%	0-066	0.2%	5%	False	True	8,681
10	116-253	116-058	0-195	0.5%	0-069	0.2%	5%	False	True	11,213
20	117-020	116-058	0-282	0.8%	0-073	0.2%	4%	False	True	411,178
40	117-120	116-058	1-062	1.0%	0-069	0.2%	3%	False	True	604,062
60	117-255	116-058	1-198	1.4%	0-071	0.2%	2%	False	True	630,829
80	119-015	116-058	2-278	2.5%	0-074	0.2%	1%	False	True	653,856
100	119-015	116-058	2-278	2.5%	0-072	0.2%	1%	False	True	566,992
120	119-015	116-058	2-278	2.5%	0-070	0.2%	1%	False	True	472,619

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-013
2.618	116-247
1.618	116-195
1.000	116-163
0.618	116-142
HIGH	116-110
0.618	116-090
0.500	116-084
0.382	116-078
LOW	116-058
0.618	116-025
1.000	116-005
1.618	115-293
2.618	115-240
4.250	115-154

Fisher Pivots for day following 20-Dec-2017
Pivot	1 day	3 day
R1	116-084	116-122
PP	116-078	116-104
S1	116-073	116-086

Download as Excel Spreadsheet

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

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