ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 15-Dec-2017

Day Change Summary
	Previous	Current
	14-Dec-2017	15-Dec-2017	Change	Change %	Previous Week
Open	124-265	124-235	-0-030	-0.1%	124-155
High	124-270	124-260	-0-010	0.0%	124-280
Low	124-155	124-150	-0-005	0.0%	124-050
Close	124-250	124-205	-0-045	-0.1%	124-205
Range	0-115	0-110	-0-005	-4.4%	0-230
ATR	0-132	0-131	-0-002	-1.2%	0-000
Volume	23,920	10,118	-13,802	-57.7%	113,896

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-215	125-160	124-265
R3	125-105	125-050	124-235
R2	124-315	124-315	124-225
R1	124-260	124-260	124-215	124-232
PP	124-205	124-205	124-205	124-191
S1	124-150	124-150	124-195	124-123
S2	124-095	124-095	124-185
S3	123-305	124-040	124-175
S4	123-195	123-250	124-145

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-228	126-127	125-011
R3	125-318	125-217	124-268
R2	125-088	125-088	124-247
R1	124-307	124-307	124-226	125-037
PP	124-178	124-178	124-178	124-204
S1	124-077	124-077	124-184	124-128
S2	123-268	123-268	124-163
S3	123-038	123-167	124-142
S4	122-128	122-257	124-079

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%	0-129	0.3%	67%	False	False	22,779
10	124-305	124-050	0-255	0.6%	0-118	0.3%	61%	False	False	28,479
20	125-075	124-050	1-025	0.9%	0-130	0.3%	45%	False	False	773,784
40	125-150	124-050	1-100	1.1%	0-128	0.3%	37%	False	False	1,090,634
60	126-045	124-050	1-315	1.6%	0-127	0.3%	24%	False	False	1,149,185
80	127-285	124-050	3-235	3.0%	0-129	0.3%	13%	False	False	1,193,110
100	127-285	124-050	3-235	3.0%	0-129	0.3%	13%	False	False	963,584
120	127-285	124-050	3-235	3.0%	0-129	0.3%	13%	False	False	803,307

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-087
2.618	125-228
1.618	125-118
1.000	125-050
0.618	125-008
HIGH	124-260
0.618	124-218
0.500	124-205
0.382	124-192
LOW	124-150
0.618	124-082
1.000	124-040
1.618	123-292
2.618	123-182
4.250	123-003

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	124-205	124-192
PP	124-205	124-178
S1	124-205	124-165

Download as Excel Spreadsheet

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

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