ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 30-Nov-2017

Day Change Summary
	Previous	Current
	29-Nov-2017	30-Nov-2017	Change	Change %	Previous Week
Open	124-260	124-105	-0-155	-0.4%	124-230
High	124-275	124-130	-0-145	-0.4%	124-285
Low	124-085	123-295	-0-110	-0.3%	124-105
Close	124-150	124-015	-0-135	-0.3%	124-230
Range	0-190	0-155	-0-035	-18.4%	0-180
ATR	0-121	0-125	0-004	3.2%	0-000
Volume	1,856,034	2,590,082	734,048	39.5%	1,853,178

Daily Pivots for day following 30-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-185	125-095	124-100
R3	125-030	124-260	124-058
R2	124-195	124-195	124-043
R1	124-105	124-105	124-029	124-073
PP	124-040	124-040	124-040	124-024
S1	123-270	123-270	124-001	123-238
S2	123-205	123-205	123-307
S3	123-050	123-115	123-292
S4	122-215	122-280	123-250

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-107	126-028	125-009
R3	125-247	125-168	124-280
R2	125-067	125-067	124-263
R1	124-308	124-308	124-247	125-000
PP	124-207	124-207	124-207	124-213
S1	124-128	124-128	124-214	124-140
S2	124-027	124-027	124-197
S3	123-167	123-268	124-181
S4	122-307	123-088	124-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-000	123-295	1-025	0.9%	0-124	0.3%	12%	False	True	1,790,521
10	125-000	123-295	1-025	0.9%	0-125	0.3%	12%	False	True	1,064,020
20	125-065	123-295	1-090	1.0%	0-117	0.3%	10%	False	True	542,712
40	125-145	123-270	1-195	1.3%	0-113	0.3%	13%	False	False	272,703
60	127-060	123-270	3-110	2.7%	0-095	0.2%	6%	False	False	181,854

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 2 trading days

Fibonacci Retracements and Extensions
4.250	126-149
2.618	125-216
1.618	125-061
1.000	124-285
0.618	124-226
HIGH	124-130
0.618	124-071
0.500	124-053
0.382	124-034
LOW	123-295
0.618	123-199
1.000	123-140
1.618	123-044
2.618	122-209
4.250	121-276

Fisher Pivots for day following 30-Nov-2017
Pivot	1 day	3 day
R1	124-053	124-148
PP	124-040	124-103
S1	124-028	124-059

Download as Excel Spreadsheet

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

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