ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 117-058 117-055 -0-002 0.0% 117-067
High 117-058 117-065 0-007 0.0% 117-130
Low 117-045 117-030 -0-015 0.0% 116-298
Close 117-058 117-040 -0-018 0.0% 117-020
Range 0-013 0-035 0-022 179.5% 0-153
ATR 0-043 0-043 -0-001 -1.4% 0-000
Volume 0 1 1 216
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-150 117-130 117-059
R3 117-115 117-095 117-050
R2 117-080 117-080 117-046
R1 117-060 117-060 117-043 117-052
PP 117-045 117-045 117-045 117-041
S1 117-025 117-025 117-037 117-018
S2 117-010 117-010 117-034
S3 116-295 116-310 117-030
S4 116-260 116-275 117-021
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
5 117-105 116-298 0-127 0.3% 0-031 0.1% 49% False False 43
10 117-135 116-298 0-158 0.4% 0-025 0.1% 40% False False 22
20 117-285 116-298 0-307 0.8% 0-013 0.0% 20% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-214
2.618 117-157
1.618 117-122
1.000 117-100
0.618 117-087
HIGH 117-065
0.618 117-052
0.500 117-048
0.382 117-043
LOW 117-030
0.618 117-008
1.000 116-315
1.618 116-293
2.618 116-258
4.250 116-201
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 117-048 117-048
PP 117-045 117-045
S1 117-043 117-043

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

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