ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	124-180	124-155	-0-025	-0.1%	124-065
High	124-225	124-245	0-020	0.1%	124-305
Low	124-130	124-155	0-025	0.1%	124-065
Close	124-165	124-160	-0-005	0.0%	124-165
Range	0-095	0-090	-0-005	-5.3%	0-240
ATR	0-131	0-128	-0-003	-2.2%	0-000
Volume	18,528	12,172	-6,356	-34.3%	170,900

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-137	125-078	124-209
R3	125-047	124-308	124-185
R2	124-277	124-277	124-176
R1	124-218	124-218	124-168	124-247
PP	124-187	124-187	124-187	124-201
S1	124-128	124-128	124-152	124-158
S2	124-097	124-097	124-144
S3	124-007	124-038	124-135
S4	123-237	123-268	124-111

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	124-115	0-190	0.5%	0-102	0.3%	24%	False	False	23,307
10	125-075	124-060	1-015	0.8%	0-136	0.3%	30%	False	False	532,164
20	125-075	124-060	1-015	0.8%	0-126	0.3%	30%	False	False	1,025,378
40	125-235	124-060	1-175	1.2%	0-126	0.3%	20%	False	False	1,207,764
60	126-090	124-060	2-030	1.7%	0-126	0.3%	15%	False	False	1,226,300
80	127-285	124-060	3-225	3.0%	0-129	0.3%	8%	False	False	1,199,801
100	127-285	124-060	3-225	3.0%	0-130	0.3%	8%	False	False	962,668
120	127-285	124-060	3-225	3.0%	0-128	0.3%	8%	False	False	802,462

Crabel Price Patterns
NR	True
NR4	True
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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-307
2.618	125-161
1.618	125-071
1.000	125-015
0.618	124-301
HIGH	124-245
0.618	124-211
0.500	124-200
0.382	124-189
LOW	124-155
0.618	124-099
1.000	124-065
1.618	124-009
2.618	123-239
4.250	123-093

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	124-200	124-203
PP	124-187	124-188
S1	124-173	124-174

Download as Excel Spreadsheet

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

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