ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	124-155	124-105	-0-050	-0.1%	124-065
High	124-185	124-280	0-095	0.2%	124-305
Low	124-085	124-050	-0-035	-0.1%	124-065
Close	124-115	124-265	0-150	0.4%	124-165
Range	0-100	0-230	0-130	130.0%	0-240
ATR	0-126	0-134	0-007	5.9%	0-000
Volume	40,507	27,179	-13,328	-32.9%	170,900

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-248	126-167	125-071
R3	126-018	125-257	125-008
R2	125-108	125-108	124-307
R1	125-027	125-027	124-286	125-067
PP	124-198	124-198	124-198	124-219
S1	124-117	124-117	124-244	124-158
S2	123-288	123-288	124-223
S3	123-058	123-207	124-202
S4	122-148	122-297	124-139

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	124-280	124-050	0-230	0.6%	0-125	0.3%	93%	True	True	22,710
10	125-030	124-050	0-300	0.8%	0-140	0.4%	72%	False	True	82,837
20	125-075	124-050	1-025	0.9%	0-132	0.3%	62%	False	True	919,110
40	125-160	124-050	1-110	1.1%	0-128	0.3%	50%	False	True	1,153,748
60	126-055	124-050	2-005	1.6%	0-129	0.3%	33%	False	True	1,195,872
80	127-285	124-050	3-235	3.0%	0-130	0.3%	18%	False	True	1,199,271
100	127-285	124-050	3-235	3.0%	0-131	0.3%	18%	False	True	963,301
120	127-285	124-050	3-235	3.0%	0-129	0.3%	18%	False	True	803,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	127-297
2.618	126-242
1.618	126-012
1.000	125-190
0.618	125-102
HIGH	124-280
0.618	124-192
0.500	124-165
0.382	124-138
LOW	124-050
0.618	123-228
1.000	123-140
1.618	122-318
2.618	122-088
4.250	121-033

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	124-232	124-232
PP	124-198	124-198
S1	124-165	124-165

Download as Excel Spreadsheet

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

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