ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 18-Oct-2017
Day Change Summary
Previous Current
17-Oct-2017 18-Oct-2017 Change Change % Previous Week
Open 117-035 116-315 -0-040 -0.1% 117-045
High 117-062 117-002 -0-060 -0.2% 117-135
Low 117-010 116-302 -0-028 -0.1% 117-030
Close 117-040 116-315 -0-045 -0.1% 117-115
Range 0-052 0-020 -0-032 -61.9% 0-105
ATR 0-048 0-049 0-001 1.3% 0-000
Volume 5,572 574 -4,998 -89.7% 7
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-053 117-044 117-006
R3 117-033 117-024 117-001
R2 117-013 117-013 116-319
R1 117-004 117-004 116-317 117-005
PP 116-313 116-313 116-313 116-314
S1 116-304 116-304 116-313 116-305
S2 116-293 116-293 116-311
S3 116-273 116-284 116-310
S4 116-253 116-264 116-304
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
5 117-135 116-302 0-153 0.4% 0-050 0.1% 8% False True 1,258
10 117-135 116-298 0-158 0.4% 0-040 0.1% 11% False False 650
20 117-200 116-298 0-222 0.6% 0-025 0.1% 8% False False 325
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-087
2.618 117-055
1.618 117-035
1.000 117-022
0.618 117-015
HIGH 117-002
0.618 116-315
0.500 116-312
0.382 116-310
LOW 116-302
0.618 116-290
1.000 116-282
1.618 116-270
2.618 116-250
4.250 116-217
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 116-314 117-035
PP 116-313 117-022
S1 116-312 117-008

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

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