ECBOT 5 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	116-187	116-127	-0-060	-0.2%	116-122
High	116-190	116-135	-0-055	-0.1%	116-190
Low	116-093	116-070	-0-022	-0.1%	116-033
Close	116-145	116-102	-0-042	-0.1%	116-102
Range	0-098	0-065	-0-033	-33.3%	0-158
ATR	0-080	0-080	0-000	-0.4%	0-000
Volume	869,591	608,748	-260,843	-30.0%	3,803,528

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-297	116-265	116-138
R3	116-232	116-200	116-120
R2	116-167	116-167	116-114
R1	116-135	116-135	116-108	116-119
PP	116-103	116-103	116-103	116-094
S1	116-070	116-070	116-097	116-054
S2	116-038	116-038	116-091
S3	115-293	116-005	116-085
S4	115-228	115-260	116-067

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-261	117-179	116-189
R3	117-103	117-022	116-146
R2	116-266	116-266	116-131
R1	116-184	116-184	116-117	116-146
PP	116-108	116-108	116-108	116-089
S1	116-027	116-027	116-088	115-309
S2	115-271	115-271	116-074
S3	115-113	115-189	116-059
S4	114-276	115-032	116-016

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%	0-088	0.2%	44%	False	False	760,705
10	116-190	116-033	0-158	0.4%	0-077	0.2%	44%	False	False	775,805
20	116-282	116-033	0-250	0.7%	0-079	0.2%	28%	False	False	879,632
40	117-055	116-033	1-022	0.9%	0-072	0.2%	20%	False	False	447,933
60	117-200	116-033	1-167	1.3%	0-057	0.2%	14%	False	False	298,736

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-091
2.618	116-305
1.618	116-240
1.000	116-200
0.618	116-175
HIGH	116-135
0.618	116-110
0.500	116-103
0.382	116-095
LOW	116-070
0.618	116-030
1.000	116-005
1.618	115-285
2.618	115-220
4.250	115-114

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	116-103	116-111
PP	116-103	116-108
S1	116-103	116-105

Download as Excel Spreadsheet

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

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