ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 10-Oct-2017
Day Change Summary
Previous Current
09-Oct-2017 10-Oct-2017 Change Change % Previous Week
Open 117-045 117-058 0-013 0.0% 117-067
High 117-045 117-058 0-013 0.0% 117-130
Low 117-033 117-045 0-012 0.0% 116-298
Close 117-033 117-058 0-025 0.1% 117-020
Range 0-012 0-013 0-000 0.3% 0-153
ATR 0-045 0-043 -0-001 -3.2% 0-000
Volume 2 0 -2 -100.0% 216
Daily Pivots for day following 10-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-091 117-087 117-064
R3 117-078 117-074 117-061
R2 117-066 117-066 117-060
R1 117-062 117-062 117-059 117-064
PP 117-053 117-053 117-053 117-054
S1 117-049 117-049 117-056 117-051
S2 117-041 117-041 117-055
S3 117-028 117-037 117-054
S4 117-016 117-024 117-051
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% 0-033 0.1% 52% False False 43
10 117-135 116-298 0-158 0.4% 0-022 0.1% 51% False False 22
20 117-310 116-298 1-013 0.9% 0-011 0.0% 24% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-111
2.618 117-090
1.618 117-078
1.000 117-070
0.618 117-065
HIGH 117-058
0.618 117-053
0.500 117-051
0.382 117-050
LOW 117-045
0.618 117-037
1.000 117-032
1.618 117-025
2.618 117-012
4.250 116-312
Fisher Pivots for day following 10-Oct-2017
Pivot 1 day 3 day
R1 117-055 117-044
PP 117-053 117-031
S1 117-051 117-018

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

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