ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 13-Dec-2017

Day Change Summary
	Previous	Current
	12-Dec-2017	13-Dec-2017	Change	Change %	Previous Week
Open	116-100	116-078	-0-022	-0.1%	116-075
High	116-110	116-190	0-080	0.2%	116-170
Low	116-058	116-033	-0-025	-0.1%	116-053
Close	116-078	116-180	0-102	0.3%	116-118
Range	0-053	0-158	0-105	199.9%	0-118
ATR	0-072	0-079	0-006	8.4%	0-000
Volume	725,614	1,119,924	394,310	54.3%	3,954,528

Daily Pivots for day following 13-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-287	117-231	116-267
R3	117-129	117-073	116-223
R2	116-292	116-292	116-209
R1	116-236	116-236	116-194	116-264
PP	116-134	116-134	116-134	116-148
S1	116-078	116-078	116-166	116-106
S2	115-297	115-297	116-151
S3	115-139	115-241	116-137
S4	114-302	115-083	116-093

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	116-190	116-033	0-158	0.4%	0-081	0.2%	94%	True	True	748,610
10	116-227	116-033	0-195	0.5%	0-087	0.2%	76%	False	True	953,684
20	116-305	116-033	0-272	0.7%	0-077	0.2%	54%	False	True	811,617
40	117-065	116-033	1-032	0.9%	0-070	0.2%	42%	False	True	410,997
60	117-200	116-033	1-167	1.3%	0-055	0.1%	30%	False	True	274,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	118-219
2.618	117-282
1.618	117-125
1.000	117-028
0.618	116-287
HIGH	116-190
0.618	116-130
0.500	116-111
0.382	116-093
LOW	116-033
0.618	115-255
1.000	115-195
1.618	115-098
2.618	114-260
4.250	114-003

Fisher Pivots for day following 13-Dec-2017
Pivot	1 day	3 day
R1	116-157	116-157
PP	116-134	116-134
S1	116-111	116-111

Download as Excel Spreadsheet

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

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