ECBOT 10 Year T-Note Future March 2018

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	124-205	124-160	-0-045	-0.1%	124-085
High	124-210	124-175	-0-035	-0.1%	124-210
Low	124-080	124-070	-0-010	0.0%	123-290
Close	124-180	124-135	-0-045	-0.1%	124-135
Range	0-130	0-105	-0-025	-19.2%	0-240
ATR	0-136	0-134	-0-002	-1.4%	0-000
Volume	1,297,841	970,192	-327,649	-25.2%	5,948,302

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	125-122	125-073	124-193
R3	125-017	124-288	124-164
R2	124-232	124-232	124-154
R1	124-183	124-183	124-145	124-155
PP	124-127	124-127	124-127	124-113
S1	124-078	124-078	124-125	124-050
S2	124-022	124-022	124-116
S3	123-237	123-293	124-106
S4	123-132	123-188	124-077

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-185	126-080	124-267
R3	125-265	125-160	124-201
R2	125-025	125-025	124-179
R1	124-240	124-240	124-157	124-293
PP	124-105	124-105	124-105	124-131
S1	124-000	124-000	124-113	124-053
S2	123-185	123-185	124-091
S3	122-265	123-080	124-069
S4	122-025	122-160	124-003

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%	69%	False	False	1,189,660
10	124-230	123-290	0-260	0.7%	0-128	0.3%	63%	False	False	1,243,685
20	125-000	123-290	1-030	0.9%	0-135	0.3%	47%	False	False	1,306,399
40	125-065	123-270	1-115	1.1%	0-128	0.3%	43%	False	False	660,997
60	125-260	123-270	1-310	1.6%	0-116	0.3%	29%	False	False	440,945

Crabel Price Patterns
NR	True
NR4	True
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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-301
2.618	125-130
1.618	125-025
1.000	124-280
0.618	124-240
HIGH	124-175
0.618	124-135
0.500	124-123
0.382	124-110
LOW	124-070
0.618	124-005
1.000	123-285
1.618	123-220
2.618	123-115
4.250	122-264

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	124-131	124-120
PP	124-127	124-105
S1	124-123	124-090

Download as Excel Spreadsheet

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

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