ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	116-120	116-122	0-002	0.0%	116-075
High	116-160	116-162	0-002	0.0%	116-170
Low	116-087	116-093	0-005	0.0%	116-053
Close	116-118	116-098	-0-020	-0.1%	116-118
Range	0-073	0-070	-0-003	-3.5%	0-118
ATR	0-074	0-074	0-000	-0.4%	0-000
Volume	691,477	479,651	-211,826	-30.6%	3,954,528

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-007	116-282	116-136
R3	116-257	116-212	116-117
R2	116-187	116-187	116-110
R1	116-142	116-142	116-104	116-130
PP	116-118	116-118	116-118	116-111
S1	116-073	116-073	116-091	116-060
S2	116-048	116-048	116-085
S3	115-298	116-003	116-078
S4	115-228	115-253	116-059

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-146	117-089	116-182
R3	117-028	116-292	116-150
R2	116-231	116-231	116-139
R1	116-174	116-174	116-128	116-203
PP	116-113	116-113	116-113	116-128
S1	116-057	116-057	116-107	116-085
S2	115-316	115-316	116-096
S3	115-198	115-259	116-085
S4	115-081	115-142	116-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-170	116-053	0-118	0.3%	0-067	0.2%	38%	False	False	737,130
10	116-282	116-053	0-230	0.6%	0-081	0.2%	20%	False	False	1,071,474
20	116-305	116-053	0-252	0.7%	0-073	0.2%	18%	False	False	722,706
40	117-087	116-053	1-035	1.0%	0-067	0.2%	13%	False	False	365,001
60	117-225	116-053	1-172	1.3%	0-051	0.1%	9%	False	False	243,338

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-140
2.618	117-026
1.618	116-276
1.000	116-232
0.618	116-206
HIGH	116-162
0.618	116-136
0.500	116-128
0.382	116-119
LOW	116-093
0.618	116-049
1.000	116-023
1.618	115-299
2.618	115-229
4.250	115-115

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	116-128	116-125
PP	116-118	116-116
S1	116-108	116-107

Download as Excel Spreadsheet

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

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