ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 117-053 117-020 -0-033 -0.1% 117-067
High 117-105 117-020 -0-085 -0.2% 117-130
Low 117-053 116-298 -0-075 -0.2% 116-298
Close 117-053 117-020 -0-033 -0.1% 117-020
Range 0-052 0-042 -0-010 -19.0% 0-153
ATR 0-044 0-046 0-002 5.0% 0-000
Volume 211 1 -210 -99.5% 216
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-133 117-119 117-043
R3 117-091 117-077 117-032
R2 117-048 117-048 117-028
R1 117-034 117-034 117-024 117-041
PP 117-006 117-006 117-006 117-009
S1 116-312 116-312 117-016 116-319
S2 116-283 116-283 117-012
S3 116-241 116-269 117-008
S4 116-198 116-227 116-317
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-180 118-093 117-104
R3 118-028 117-260 117-062
R2 117-195 117-195 117-048
R1 117-108 117-108 117-034 117-075
PP 117-043 117-043 117-043 117-026
S1 116-275 116-275 117-006 116-242
S2 116-210 116-210 116-312
S3 116-057 116-122 116-298
S4 115-225 115-290 116-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-130 116-298 0-153 0.4% 0-032 0.1% 28% False True 43
10 117-200 116-298 0-222 0.6% 0-019 0.1% 19% False True 22
20 118-098 116-298 1-120 1.2% 0-010 0.0% 10% False True 11
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 0-002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-201
2.618 117-131
1.618 117-089
1.000 117-062
0.618 117-046
HIGH 117-020
0.618 117-004
0.500 116-319
0.382 116-314
LOW 116-298
0.618 116-271
1.000 116-255
1.618 116-229
2.618 116-186
4.250 116-117
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 117-013 117-054
PP 117-006 117-043
S1 116-319 117-031

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

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