ECBOT 10 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 18-Dec-2017

Day Change Summary
	Previous	Current
	15-Dec-2017	18-Dec-2017	Change	Change %	Previous Week
Open	124-235	124-175	-0-060	-0.2%	124-155
High	124-260	124-200	-0-060	-0.2%	124-280
Low	124-150	124-140	-0-010	0.0%	124-050
Close	124-205	124-145	-0-060	-0.2%	124-205
Range	0-110	0-060	-0-050	-45.4%	0-230
ATR	0-131	0-126	-0-005	-3.6%	0-000
Volume	10,118	12,750	2,632	26.0%	113,896

Daily Pivots for day following 18-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-022	124-303	124-178
R3	124-282	124-243	124-161
R2	124-222	124-222	124-156
R1	124-183	124-183	124-150	124-172
PP	124-162	124-162	124-162	124-156
S1	124-123	124-123	124-139	124-112
S2	124-102	124-102	124-134
S3	124-042	124-063	124-128
S4	123-302	124-003	124-112

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%	0-123	0.3%	41%	False	False	22,894
10	124-305	124-050	0-255	0.6%	0-112	0.3%	37%	False	False	23,101
20	125-075	124-050	1-025	0.9%	0-128	0.3%	28%	False	False	710,107
40	125-150	124-050	1-100	1.1%	0-124	0.3%	23%	False	False	1,048,062
60	126-045	124-050	1-315	1.6%	0-126	0.3%	15%	False	False	1,128,867
80	127-285	124-050	3-235	3.0%	0-129	0.3%	8%	False	False	1,181,846
100	127-285	124-050	3-235	3.0%	0-129	0.3%	8%	False	False	963,672
120	127-285	124-050	3-235	3.0%	0-129	0.3%	8%	False	False	803,400

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 49 trading days

Fibonacci Retracements and Extensions
4.250	125-135
2.618	125-037
1.618	124-297
1.000	124-260
0.618	124-237
HIGH	124-200
0.618	124-177
0.500	124-170
0.382	124-163
LOW	124-140
0.618	124-103
1.000	124-080
1.618	124-043
2.618	123-303
4.250	123-205

Fisher Pivots for day following 18-Dec-2017
Pivot	1 day	3 day
R1	124-170	124-205
PP	124-162	124-185
S1	124-153	124-165

Download as Excel Spreadsheet

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

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