ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 117-053 116-275 -0-098 -0.3% 117-073
High 117-065 117-055 -0-010 0.0% 117-087
Low 116-313 116-270 -0-042 -0.1% 116-270
Close 117-020 116-275 -0-065 -0.2% 116-275
Range 0-072 0-105 0-033 44.9% 0-137
ATR 0-051 0-055 0-004 7.6% 0-000
Volume 314 912 598 190.4% 7,516
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-302 117-233 117-013
R3 117-197 117-128 116-304
R2 117-092 117-092 116-294
R1 117-023 117-023 116-285 117-008
PP 116-307 116-307 116-307 116-299
S1 116-238 116-238 116-265 116-223
S2 116-202 116-202 116-256
S3 116-097 116-133 116-246
S4 115-312 116-028 116-217
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-090 118-000 117-031
R3 117-272 117-182 116-313
R2 117-135 117-135 116-300
R1 117-045 117-045 116-288 117-021
PP 116-318 116-318 116-318 116-306
S1 116-228 116-228 116-262 116-204
S2 116-180 116-180 116-250
S3 116-043 116-090 116-237
S4 115-225 115-273 116-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-087 116-270 0-137 0.4% 0-059 0.2% 4% False True 1,503
10 117-135 116-270 0-185 0.5% 0-049 0.1% 3% False True 752
20 117-200 116-270 0-250 0.7% 0-034 0.1% 2% False True 387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 40 trading days
Fibonacci Retracements and Extensions
4.250 118-181
2.618 118-010
1.618 117-225
1.000 117-160
0.618 117-120
HIGH 117-055
0.618 117-015
0.500 117-003
0.382 116-310
LOW 116-270
0.618 116-205
1.000 116-165
1.618 116-100
2.618 115-315
4.250 115-144
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 117-003 117-008
PP 116-307 116-310
S1 116-291 116-293

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

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