ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 117-055 117-060 0-005 0.0% 117-067
High 117-065 117-073 0-008 0.0% 117-130
Low 117-030 117-030 0-000 0.0% 116-298
Close 117-040 117-060 0-020 0.1% 117-020
Range 0-035 0-042 0-008 21.5% 0-153
ATR 0-043 0-043 0-000 -0.1% 0-000
Volume 1 0 -1 -100.0% 216
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-182 117-163 117-083
R3 117-139 117-121 117-072
R2 117-097 117-097 117-068
R1 117-078 117-078 117-064 117-081
PP 117-054 117-054 117-054 117-056
S1 117-036 117-036 117-056 117-039
S2 117-012 117-012 117-052
S3 116-289 116-313 117-048
S4 116-247 116-271 117-037
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
5 117-073 116-298 0-095 0.3% 0-029 0.1% 87% True False
10 117-130 116-298 0-153 0.4% 0-029 0.1% 54% False False 22
20 117-258 116-298 0-280 0.7% 0-015 0.0% 29% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-253
2.618 117-184
1.618 117-141
1.000 117-115
0.618 117-099
HIGH 117-073
0.618 117-056
0.500 117-051
0.382 117-046
LOW 117-030
0.618 117-004
1.000 116-308
1.618 116-281
2.618 116-239
4.250 116-169
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 117-057 117-057
PP 117-054 117-054
S1 117-051 117-051

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

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