ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 117-020 117-045 0-025 0.1% 117-067
High 117-020 117-045 0-025 0.1% 117-130
Low 116-298 117-033 0-055 0.1% 116-298
Close 117-020 117-033 0-013 0.0% 117-020
Range 0-042 0-012 -0-030 -70.6% 0-153
ATR 0-046 0-045 -0-002 -3.3% 0-000
Volume 1 2 1 100.0% 216
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-074 117-066 117-039
R3 117-062 117-053 117-036
R2 117-049 117-049 117-035
R1 117-041 117-041 117-034 117-039
PP 117-037 117-037 117-037 117-036
S1 117-028 117-028 117-031 117-026
S2 117-024 117-024 117-030
S3 117-012 117-016 117-029
S4 116-319 117-003 117-026
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% 36% False False 43
10 117-185 116-298 0-207 0.6% 0-020 0.1% 27% False False 22
20 118-033 116-298 1-055 1.0% 0-010 0.0% 15% False False 11
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 117-098
2.618 117-078
1.618 117-065
1.000 117-057
0.618 117-053
HIGH 117-045
0.618 117-040
0.500 117-039
0.382 117-037
LOW 117-033
0.618 117-025
1.000 117-020
1.618 117-012
2.618 117-000
4.250 116-299
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 117-039 117-041
PP 117-037 117-038
S1 117-035 117-035

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

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