ECBOT 10 Year T-Note Future March 2018

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	124-035	124-205	0-170	0.4%	123-310
High	124-210	124-210	0-000	0.0%	124-230
Low	123-290	124-080	0-110	0.3%	123-300
Close	124-195	124-180	-0-015	0.0%	124-085
Range	0-240	0-130	-0-110	-45.8%	0-250
ATR	0-137	0-136	0-000	-0.3%	0-000
Volume	1,658,239	1,297,841	-360,398	-21.7%	6,488,556

Daily Pivots for day following 14-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-227	125-173	124-252
R3	125-097	125-043	124-216
R2	124-287	124-287	124-204
R1	124-233	124-233	124-192	124-195
PP	124-157	124-157	124-157	124-138
S1	124-103	124-103	124-168	124-065
S2	124-027	124-027	124-156
S3	123-217	123-293	124-144
S4	123-087	123-163	124-108

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-208	126-077	124-223
R3	125-278	125-147	124-154
R2	125-028	125-028	124-131
R1	124-217	124-217	124-108	124-283
PP	124-098	124-098	124-098	124-131
S1	123-287	123-287	124-062	124-032
S2	123-168	123-168	124-039
S3	122-238	123-037	124-016
S4	121-308	122-107	123-267

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-210	123-290	0-240	0.6%	0-138	0.3%	87%	True	False	1,227,257
10	124-275	123-290	0-305	0.8%	0-147	0.4%	69%	False	False	1,457,557
20	125-000	123-290	1-030	0.9%	0-136	0.3%	60%	False	False	1,260,788
40	125-065	123-270	1-115	1.1%	0-128	0.3%	53%	False	False	636,782
60	125-260	123-270	1-310	1.6%	0-116	0.3%	37%	False	False	424,778

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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-123
2.618	125-230
1.618	125-100
1.000	125-020
0.618	124-290
HIGH	124-210
0.618	124-160
0.500	124-145
0.382	124-130
LOW	124-080
0.618	124-000
1.000	123-270
1.618	123-190
2.618	123-060
4.250	122-167

Fisher Pivots for day following 14-Dec-2017
Pivot	1 day	3 day
R1	124-168	124-150
PP	124-157	124-120
S1	124-145	124-090

Download as Excel Spreadsheet

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

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