ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 117-110 117-073 -0-038 -0.1% 117-045
High 117-135 117-087 -0-048 -0.1% 117-135
Low 117-047 117-040 -0-007 0.0% 117-030
Close 117-115 117-042 -0-073 -0.2% 117-115
Range 0-088 0-047 -0-040 -45.7% 0-105
ATR 0-046 0-048 0-002 4.5% 0-000
Volume 4 144 140 3,500.0% 7
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-199 117-168 117-069
R3 117-152 117-121 117-056
R2 117-104 117-104 117-051
R1 117-073 117-073 117-047 117-065
PP 117-057 117-057 117-057 117-052
S1 117-026 117-026 117-038 117-018
S2 117-009 117-009 117-034
S3 116-282 116-298 117-029
S4 116-234 116-251 117-016
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-088 118-047 117-173
R3 117-303 117-262 117-144
R2 117-198 117-198 117-134
R1 117-157 117-157 117-125 117-178
PP 117-093 117-093 117-093 117-104
S1 117-052 117-052 117-105 117-073
S2 116-308 116-308 117-096
S3 116-203 116-267 117-086
S4 116-098 116-162 117-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-135 117-030 0-105 0.3% 0-045 0.1% 12% False False 29
10 117-135 116-298 0-158 0.4% 0-039 0.1% 41% False False 36
20 117-210 116-298 0-233 0.6% 0-021 0.1% 28% False False 18
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-289
2.618 117-212
1.618 117-164
1.000 117-135
0.618 117-117
HIGH 117-087
0.618 117-069
0.500 117-064
0.382 117-058
LOW 117-040
0.618 117-011
1.000 116-313
1.618 116-283
2.618 116-236
4.250 116-158
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 117-064 117-083
PP 117-057 117-069
S1 117-050 117-056

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

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