ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 02-Oct-2017
Day Change Summary
Previous Current
29-Sep-2017 02-Oct-2017 Change Change % Previous Week
Open 117-050 117-067 0-017 0.0% 117-200
High 117-082 117-067 -0-015 0.0% 117-200
Low 117-050 117-058 0-007 0.0% 117-050
Close 117-082 117-067 -0-015 0.0% 117-082
Range 0-032 0-010 -0-022 -69.3% 0-150
ATR 0-046 0-045 -0-002 -3.3% 0-000
Volume 5 0 -5 -100.0% 5
Daily Pivots for day following 02-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-094 117-091 117-073
R3 117-084 117-081 117-070
R2 117-074 117-074 117-069
R1 117-071 117-071 117-068 117-072
PP 117-064 117-064 117-064 117-065
S1 117-061 117-061 117-067 117-062
S2 117-054 117-054 117-066
S3 117-044 117-051 117-065
S4 117-034 117-041 117-062
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-241 118-152 117-165
R3 118-091 118-002 117-124
R2 117-261 117-261 117-110
R1 117-172 117-172 117-096 117-141
PP 117-111 117-111 117-111 117-096
S1 117-022 117-022 117-069 116-311
S2 116-281 116-281 117-055
S3 116-131 116-192 117-041
S4 115-301 116-042 117-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-185 117-050 0-135 0.4% 0-008 0.0% 13% False False 1
10 117-210 117-050 0-160 0.4% 0-004 0.0% 11% False False
20 118-193 117-050 1-142 1.2% 0-002 0.0% 4% False False
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-110
2.618 117-094
1.618 117-084
1.000 117-077
0.618 117-074
HIGH 117-067
0.618 117-064
0.500 117-062
0.382 117-061
LOW 117-058
0.618 117-051
1.000 117-048
1.618 117-041
2.618 117-031
4.250 117-015
Fisher Pivots for day following 02-Oct-2017
Pivot 1 day 3 day
R1 117-066 117-093
PP 117-064 117-084
S1 117-062 117-076

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

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