ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 26-Dec-2017

Day Change Summary
	Previous	Current
	22-Dec-2017	26-Dec-2017	Change	Change %	Previous Week
Open	123-150	123-155	0-005	0.0%	124-130
High	123-175	123-215	0-040	0.1%	124-135
Low	123-140	123-135	-0-005	0.0%	123-125
Close	123-150	123-200	0-050	0.1%	123-150
Range	0-035	0-080	0-045	128.5%	1-010
ATR	0-123	0-120	-0-003	-2.5%	0-000
Volume	499,979	317,247	-182,732	-36.5%	4,770,533

Daily Pivots for day following 26-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-103	124-072	123-244
R3	124-023	123-312	123-222
R2	123-263	123-263	123-215
R1	123-232	123-232	123-207	123-248
PP	123-183	123-183	123-183	123-191
S1	123-152	123-152	123-193	123-168
S2	123-103	123-103	123-185
S3	123-023	123-072	123-178
S4	122-263	122-312	123-156

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	126-273	126-062	124-012
R3	125-263	125-052	123-241
R2	124-253	124-253	123-211
R1	124-042	124-042	123-180	123-303
PP	123-243	123-243	123-243	123-214
S1	123-032	123-032	123-120	122-292
S2	122-233	122-233	123-090
S3	121-223	122-022	123-059
S4	120-213	121-012	122-289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-080	123-125	0-275	0.7%	0-104	0.3%	27%	False	False	867,140
10	124-210	123-125	1-085	1.0%	0-118	0.3%	19%	False	False	1,018,921
20	125-000	123-125	1-195	1.3%	0-130	0.3%	15%	False	False	1,355,791
40	125-065	123-125	1-260	1.5%	0-120	0.3%	13%	False	False	787,774
60	125-145	123-125	2-020	1.7%	0-117	0.3%	11%	False	False	525,712
80	127-060	123-125	3-255	3.1%	0-098	0.2%	6%	False	False	394,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-235
2.618	124-104
1.618	124-024
1.000	123-295
0.618	123-264
HIGH	123-215
0.618	123-184
0.500	123-175
0.382	123-166
LOW	123-135
0.618	123-086
1.000	123-055
1.618	123-006
2.618	122-246
4.250	122-115

Fisher Pivots for day following 26-Dec-2017
Pivot	1 day	3 day
R1	123-192	123-190
PP	123-183	123-180
S1	123-175	123-170

Download as Excel Spreadsheet

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

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