ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 117-100 117-053 -0-047 -0.1% 117-200
High 117-130 117-105 -0-025 -0.1% 117-200
Low 117-082 117-053 -0-030 -0.1% 117-050
Close 117-090 117-053 -0-038 -0.1% 117-082
Range 0-048 0-052 0-005 10.4% 0-150
ATR 0-044 0-044 0-001 1.5% 0-000
Volume 4 211 207 5,175.0% 5
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-227 117-192 117-081
R3 117-175 117-140 117-067
R2 117-122 117-122 117-062
R1 117-087 117-087 117-057 117-079
PP 117-070 117-070 117-070 117-066
S1 117-035 117-035 117-048 117-026
S2 117-018 117-018 117-043
S3 116-285 116-303 117-038
S4 116-233 116-250 117-024
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
5 117-130 117-050 0-080 0.2% 0-030 0.1% 3% False False 44
10 117-200 117-050 0-150 0.4% 0-015 0.0% 2% False False 22
20 118-190 117-050 1-140 1.2% 0-007 0.0% 1% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 118-008
2.618 117-242
1.618 117-190
1.000 117-157
0.618 117-137
HIGH 117-105
0.618 117-085
0.500 117-079
0.382 117-073
LOW 117-053
0.618 117-020
1.000 117-000
1.618 116-288
2.618 116-235
4.250 116-149
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 117-079 117-091
PP 117-070 117-078
S1 117-061 117-065

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

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