ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 117-085 117-100 0-015 0.0% 117-200
High 117-093 117-130 0-038 0.1% 117-200
Low 117-085 117-082 -0-002 0.0% 117-050
Close 117-085 117-090 0-005 0.0% 117-082
Range 0-008 0-048 0-040 531.9% 0-150
ATR 0-043 0-044 0-000 0.7% 0-000
Volume 0 4 4 5
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-243 117-214 117-116
R3 117-196 117-167 117-103
R2 117-148 117-148 117-099
R1 117-119 117-119 117-094 117-110
PP 117-101 117-101 117-101 117-096
S1 117-072 117-072 117-086 117-062
S2 117-053 117-053 117-081
S3 117-006 117-024 117-077
S4 116-278 116-297 117-064
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
5 117-135 117-050 0-085 0.2% 0-020 0.1% 47% False False 1
10 117-200 117-050 0-150 0.4% 0-010 0.0% 27% False False
20 118-193 117-050 1-142 1.2% 0-005 0.0% 9% False False
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 0-002
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 118-012
2.618 117-254
1.618 117-207
1.000 117-178
0.618 117-159
HIGH 117-130
0.618 117-112
0.500 117-106
0.382 117-101
LOW 117-082
0.618 117-053
1.000 117-035
1.618 117-006
2.618 116-278
4.250 116-201
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 117-106 117-094
PP 117-101 117-093
S1 117-095 117-091

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

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