ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 14-Dec-2017

Day Change Summary
	Previous	Current
	13-Dec-2017	14-Dec-2017	Change	Change %	Previous Week
Open	124-105	124-265	0-160	0.4%	124-065
High	124-280	124-270	-0-010	0.0%	124-305
Low	124-050	124-155	0-105	0.3%	124-065
Close	124-265	124-250	-0-015	0.0%	124-165
Range	0-230	0-115	-0-115	-50.0%	0-240
ATR	0-134	0-132	-0-001	-1.0%	0-000
Volume	27,179	23,920	-3,259	-12.0%	170,900

Daily Pivots for day following 14-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-250	125-205	124-313
R3	125-135	125-090	124-282
R2	125-020	125-020	124-271
R1	124-295	124-295	124-261	124-260
PP	124-225	124-225	124-225	124-208
S1	124-180	124-180	124-239	124-145
S2	124-110	124-110	124-229
S3	123-315	124-065	124-218
S4	123-200	123-270	124-187

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%	0-126	0.3%	87%	False	False	24,461
10	125-030	124-050	0-300	0.8%	0-136	0.3%	67%	False	False	45,312
20	125-075	124-050	1-025	0.9%	0-130	0.3%	58%	False	False	830,575
40	125-160	124-050	1-110	1.1%	0-128	0.3%	47%	False	False	1,127,863
60	126-045	124-050	1-315	1.6%	0-127	0.3%	31%	False	False	1,170,490
80	127-285	124-050	3-235	3.0%	0-130	0.3%	17%	False	False	1,197,011
100	127-285	124-050	3-235	3.0%	0-130	0.3%	17%	False	False	963,502
120	127-285	124-050	3-235	3.0%	0-130	0.3%	17%	False	False	803,224

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-119
2.618	125-251
1.618	125-136
1.000	125-065
0.618	125-021
HIGH	124-270
0.618	124-226
0.500	124-213
0.382	124-199
LOW	124-155
0.618	124-084
1.000	124-040
1.618	123-289
2.618	123-174
4.250	122-306

Fisher Pivots for day following 14-Dec-2017
Pivot	1 day	3 day
R1	124-238	124-222
PP	124-225	124-193
S1	124-213	124-165

Download as Excel Spreadsheet

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

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