ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 25-Oct-2017
Day Change Summary
Previous Current
24-Oct-2017 25-Oct-2017 Change Change % Previous Week
Open 116-242 116-233 -0-010 0.0% 117-073
High 116-315 116-253 -0-062 -0.2% 117-087
Low 116-240 116-182 -0-058 -0.2% 116-270
Close 116-275 116-227 -0-048 -0.1% 116-275
Range 0-075 0-070 -0-005 -6.7% 0-137
ATR 0-055 0-058 0-003 4.8% 0-000
Volume 316 849 533 168.7% 7,516
Daily Pivots for day following 25-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-111 117-079 116-266
R3 117-041 117-009 116-247
R2 116-291 116-291 116-240
R1 116-259 116-259 116-234 116-240
PP 116-221 116-221 116-221 116-211
S1 116-189 116-189 116-221 116-170
S2 116-151 116-151 116-215
S3 116-081 116-119 116-208
S4 116-011 116-049 116-189
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
5 117-065 116-182 0-202 0.5% 0-074 0.2% 22% False True 554
10 117-135 116-182 0-273 0.7% 0-062 0.2% 17% False True 906
20 117-135 116-182 0-273 0.7% 0-043 0.1% 17% False True 464
40 118-193 116-182 2-010 1.7% 0-022 0.1% 7% False True 232
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-230
2.618 117-116
1.618 117-046
1.000 117-003
0.618 116-296
HIGH 116-253
0.618 116-226
0.500 116-218
0.382 116-209
LOW 116-182
0.618 116-139
1.000 116-112
1.618 116-069
2.618 115-319
4.250 115-205
Fisher Pivots for day following 25-Oct-2017
Pivot 1 day 3 day
R1 116-224 116-249
PP 116-221 116-242
S1 116-218 116-235

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

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