ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 116-315 117-053 0-058 0.2% 117-045
High 117-002 117-065 0-062 0.2% 117-135
Low 116-302 116-313 0-010 0.0% 117-030
Close 116-315 117-020 0-025 0.1% 117-115
Range 0-020 0-072 0-052 262.4% 0-105
ATR 0-049 0-051 0-002 3.4% 0-000
Volume 574 314 -260 -45.3% 7
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-243 117-204 117-060
R3 117-171 117-132 117-040
R2 117-098 117-098 117-033
R1 117-059 117-059 117-027 117-042
PP 117-026 117-026 117-026 117-018
S1 116-307 116-307 117-013 116-290
S2 116-273 116-273 117-007
S3 116-201 116-234 117-000
S4 116-128 116-162 116-300
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% 0-056 0.1% 25% False False 1,321
10 117-135 116-298 0-158 0.4% 0-042 0.1% 27% False False 661
20 117-200 116-298 0-222 0.6% 0-029 0.1% 19% False False 341
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-053
2.618 117-255
1.618 117-182
1.000 117-137
0.618 117-110
HIGH 117-065
0.618 117-037
0.500 117-029
0.382 117-020
LOW 116-313
0.618 116-268
1.000 116-240
1.618 116-195
2.618 116-123
4.250 116-004
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 117-029 117-024
PP 117-026 117-022
S1 117-023 117-021

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

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