ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 08-Dec-2017

Day Change Summary
	Previous	Current
	07-Dec-2017	08-Dec-2017	Change	Change %	Previous Week
Open	124-215	124-180	-0-035	-0.1%	124-065
High	124-275	124-225	-0-050	-0.1%	124-305
Low	124-165	124-130	-0-035	-0.1%	124-065
Close	124-165	124-165	0-000	0.0%	124-165
Range	0-110	0-095	-0-015	-13.7%	0-240
ATR	0-134	0-131	-0-003	-2.1%	0-000
Volume	15,164	18,528	3,364	22.2%	170,900

Daily Pivots for day following 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-138	125-087	124-217
R3	125-043	124-312	124-191
R2	124-268	124-268	124-182
R1	124-217	124-217	124-174	124-195
PP	124-173	124-173	124-173	124-163
S1	124-122	124-122	124-156	124-100
S2	124-078	124-078	124-148
S3	123-303	124-027	124-139
S4	123-208	123-252	124-113

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-132	124-297
R3	126-018	125-212	124-231
R2	125-098	125-098	124-209
R1	124-292	124-292	124-187	125-035
PP	124-178	124-178	124-178	124-210
S1	124-052	124-052	124-143	124-115
S2	123-258	123-258	124-121
S3	123-018	123-132	124-099
S4	122-098	122-212	124-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-305	124-065	0-240	0.6%	0-108	0.3%	42%	False	False	34,180
10	125-075	124-060	1-015	0.8%	0-136	0.3%	31%	False	False	820,992
20	125-075	124-060	1-015	0.8%	0-130	0.3%	31%	False	False	1,094,123
40	125-255	124-060	1-195	1.3%	0-127	0.3%	20%	False	False	1,244,104
60	126-180	124-060	2-120	1.9%	0-126	0.3%	14%	False	False	1,244,885
80	127-285	124-060	3-225	3.0%	0-130	0.3%	9%	False	False	1,200,369
100	127-285	124-060	3-225	3.0%	0-130	0.3%	9%	False	False	962,565
120	127-285	124-060	3-225	3.0%	0-128	0.3%	9%	False	False	802,360

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-309
2.618	125-154
1.618	125-059
1.000	125-000
0.618	124-284
HIGH	124-225
0.618	124-189
0.500	124-178
0.382	124-166
LOW	124-130
0.618	124-071
1.000	124-035
1.618	123-296
2.618	123-201
4.250	123-046

Fisher Pivots for day following 08-Dec-2017
Pivot	1 day	3 day
R1	124-178	124-218
PP	124-173	124-200
S1	124-169	124-182

Download as Excel Spreadsheet

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

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