ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 06-Dec-2017

Day Change Summary
	Previous	Current
	05-Dec-2017	06-Dec-2017	Change	Change %	Previous Week
Open	124-170	124-195	0-025	0.1%	124-315
High	124-205	124-305	0-100	0.3%	125-075
Low	124-115	124-180	0-065	0.2%	124-060
Close	124-190	124-265	0-075	0.2%	124-215
Range	0-090	0-125	0-035	38.9%	1-015
ATR	0-137	0-136	-0-001	-0.6%	0-000
Volume	30,474	40,199	9,725	31.9%	8,039,027

Daily Pivots for day following 06-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-305	125-250	125-014
R3	125-180	125-125	124-299
R2	125-055	125-055	124-288
R1	125-000	125-000	124-276	125-027
PP	124-250	124-250	124-250	124-264
S1	124-195	124-195	124-254	124-222
S2	124-125	124-125	124-242
S3	124-000	124-070	124-231
S4	123-195	123-265	124-196

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	127-268	127-097	125-079
R3	126-253	126-082	124-307
R2	125-238	125-238	124-276
R1	125-067	125-067	124-246	124-305
PP	124-223	124-223	124-223	124-183
S1	124-052	124-052	124-184	123-290
S2	123-208	123-208	124-154
S3	122-193	123-037	124-123
S4	121-178	122-022	124-031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-030	124-060	0-290	0.7%	0-155	0.4%	71%	False	False	142,965
10	125-075	124-060	1-015	0.8%	0-140	0.4%	61%	False	False	1,099,106
20	125-150	124-060	1-090	1.0%	0-129	0.3%	50%	False	False	1,226,834
40	125-255	124-060	1-195	1.3%	0-127	0.3%	40%	False	False	1,299,372
60	126-250	124-060	2-190	2.1%	0-127	0.3%	25%	False	False	1,286,054
80	127-285	124-060	3-225	3.0%	0-132	0.3%	17%	False	False	1,200,848
100	127-285	124-060	3-225	3.0%	0-130	0.3%	17%	False	False	962,271
120	127-285	124-060	3-225	3.0%	0-128	0.3%	17%	False	False	802,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-196
2.618	125-312
1.618	125-187
1.000	125-110
0.618	125-062
HIGH	124-305
0.618	124-257
0.500	124-242
0.382	124-228
LOW	124-180
0.618	124-103
1.000	124-055
1.618	123-298
2.618	123-173
4.250	122-289

Fisher Pivots for day following 06-Dec-2017
Pivot	1 day	3 day
R1	124-257	124-238
PP	124-250	124-212
S1	124-242	124-185

Download as Excel Spreadsheet

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

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