ECBOT 10 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 28-Dec-2017

Day Change Summary
	Previous	Current
	27-Dec-2017	28-Dec-2017	Change	Change %	Previous Week
Open	123-180	123-305	0-125	0.3%	124-130
High	124-005	123-310	-0-015	0.0%	124-135
Low	123-170	123-245	0-075	0.2%	123-125
Close	123-315	123-270	-0-045	-0.1%	123-150
Range	0-155	0-065	-0-090	-58.0%	1-010
ATR	0-123	0-119	-0-004	-3.1%	0-000
Volume	783,811	767,669	-16,142	-2.1%	4,770,533

Daily Pivots for day following 28-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	124-150	124-115	123-306
R3	124-085	124-050	123-288
R2	124-020	124-020	123-282
R1	123-305	123-305	123-276	123-290
PP	123-275	123-275	123-275	123-268
S1	123-240	123-240	123-264	123-225
S2	123-210	123-210	123-258
S3	123-145	123-175	123-252
S4	123-080	123-110	123-234

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	124-005	123-125	0-200	0.5%	0-082	0.2%	73%	False	False	642,915
10	124-210	123-125	1-085	1.0%	0-105	0.3%	36%	False	False	890,729
20	124-275	123-125	1-150	1.2%	0-127	0.3%	31%	False	False	1,238,755
40	125-065	123-125	1-260	1.5%	0-121	0.3%	25%	False	False	826,139
60	125-145	123-125	2-020	1.7%	0-117	0.3%	22%	False	False	551,554
80	127-060	123-125	3-255	3.1%	0-101	0.3%	12%	False	False	413,703

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-266
2.618	124-160
1.618	124-095
1.000	124-055
0.618	124-030
HIGH	123-310
0.618	123-285
0.500	123-278
0.382	123-270
LOW	123-245
0.618	123-205
1.000	123-180
1.618	123-140
2.618	123-075
4.250	122-289

Fisher Pivots for day following 28-Dec-2017
Pivot	1 day	3 day
R1	123-278	123-257
PP	123-275	123-243
S1	123-273	123-230

Download as Excel Spreadsheet

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

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