ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 22-Dec-2017

Day Change Summary
	Previous	Current
	21-Dec-2017	22-Dec-2017	Change	Change %	Previous Week
Open	116-070	116-053	-0-018	0.0%	116-147
High	116-090	116-062	-0-028	-0.1%	116-187
Low	116-047	116-042	-0-005	0.0%	116-042
Close	116-058	116-045	-0-013	0.0%	116-045
Range	0-043	0-020	-0-023	-53.0%	0-145
ATR	0-071	0-067	-0-004	-5.1%	0-000
Volume	1,572	744	-828	-52.7%	17,350

Daily Pivots for day following 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-110	116-097	116-056
R3	116-090	116-077	116-050
R2	116-070	116-070	116-049
R1	116-057	116-057	116-047	116-054
PP	116-050	116-050	116-050	116-048
S1	116-037	116-037	116-043	116-034
S2	116-030	116-030	116-041
S3	116-010	116-017	116-039
S4	115-310	115-317	116-034

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-207	117-111	116-125
R3	117-062	116-286	116-085
R2	116-237	116-237	116-072
R1	116-141	116-141	116-058	116-116
PP	116-092	116-092	116-092	116-079
S1	115-316	115-316	116-032	115-291
S2	115-267	115-267	116-018
S3	115-122	115-171	116-005
S4	114-297	115-026	115-285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-187	116-042	0-145	0.4%	0-050	0.1%	2%	False	True	3,470
10	116-253	116-042	0-210	0.6%	0-064	0.2%	1%	False	True	7,723
20	117-020	116-042	0-298	0.8%	0-069	0.2%	1%	False	True	305,367
40	117-120	116-042	1-078	1.1%	0-066	0.2%	1%	False	True	557,086
60	117-225	116-042	1-182	1.4%	0-068	0.2%	0%	False	True	599,363
80	119-015	116-042	2-293	2.5%	0-072	0.2%	0%	False	True	628,818
100	119-015	116-042	2-293	2.5%	0-072	0.2%	0%	False	True	566,946
120	119-015	116-042	2-293	2.5%	0-070	0.2%	0%	False	True	472,614

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 117 trading days

Fibonacci Retracements and Extensions
4.250	116-147
2.618	116-115
1.618	116-095
1.000	116-082
0.618	116-075
HIGH	116-062
0.618	116-055
0.500	116-052
0.382	116-050
LOW	116-042
0.618	116-030
1.000	116-022
1.618	116-010
2.618	115-310
4.250	115-277

Fisher Pivots for day following 22-Dec-2017
Pivot	1 day	3 day
R1	116-052	116-076
PP	116-050	116-066
S1	116-047	116-055

Download as Excel Spreadsheet

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

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