ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 29-Dec-2017

Day Change Summary
	Previous	Current
	28-Dec-2017	29-Dec-2017	Change	Change %	Previous Week
Open	116-040	116-018	-0-022	-0.1%	115-285
High	116-042	116-065	0-022	0.1%	116-065
Low	116-007	116-013	0-005	0.0%	115-270
Close	116-022	116-053	0-030	0.1%	116-053
Range	0-035	0-052	0-017	49.9%	0-115
ATR	0-068	0-067	-0-001	-1.6%	0-000
Volume	402,987	462,466	59,479	14.8%	1,655,689

Daily Pivots for day following 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	116-201	116-179	116-081
R3	116-148	116-127	116-067
R2	116-096	116-096	116-062
R1	116-074	116-074	116-057	116-085
PP	116-043	116-043	116-043	116-049
S1	116-022	116-022	116-048	116-033
S2	115-311	115-311	116-043
S3	115-258	115-289	116-038
S4	115-206	115-237	116-024

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-047	117-005	116-116
R3	116-252	116-210	116-084
R2	116-137	116-137	116-074
R1	116-095	116-095	116-063	116-116
PP	116-023	116-023	116-023	116-033
S1	115-300	115-300	116-042	116-001
S2	115-228	115-228	116-031
S3	115-113	115-185	116-021
S4	114-318	115-070	115-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-065	115-270	0-115	0.3%	0-046	0.1%	89%	True	False	383,179
10	116-135	115-270	0-185	0.5%	0-056	0.1%	55%	False	False	501,898
20	116-227	115-270	0-277	0.7%	0-071	0.2%	37%	False	False	701,224
40	117-042	115-270	1-092	1.1%	0-068	0.2%	25%	False	False	556,529
60	117-135	115-270	1-185	1.4%	0-064	0.2%	20%	False	False	372,240
80	118-193	115-270	2-242	2.4%	0-049	0.1%	12%	False	False	279,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-288
2.618	116-202
1.618	116-150
1.000	116-117
0.618	116-097
HIGH	116-065
0.618	116-045
0.500	116-039
0.382	116-033
LOW	116-013
0.618	115-300
1.000	115-280
1.618	115-248
2.618	115-195
4.250	115-109

Fisher Pivots for day following 29-Dec-2017
Pivot	1 day	3 day
R1	116-048	116-041
PP	116-043	116-030
S1	116-039	116-019

Download as Excel Spreadsheet

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

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