ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 116-198 116-280 0-082 0.2% 116-302
High 116-270 117-013 0-062 0.2% 116-315
Low 116-175 116-280 0-105 0.3% 116-175
Close 116-250 117-007 0-077 0.2% 116-250
Range 0-095 0-053 -0-042 -44.7% 0-140
ATR 0-062 0-064 0-001 2.3% 0-000
Volume 16,323 6,457 -9,866 -60.4% 37,853
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-151 117-132 117-036
R3 117-098 117-079 117-022
R2 117-046 117-046 117-017
R1 117-027 117-027 117-012 117-036
PP 116-313 116-313 116-313 116-318
S1 116-294 116-294 117-003 116-304
S2 116-261 116-261 116-318
S3 116-208 116-242 116-313
S4 116-156 116-189 116-299
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-027 117-278 117-007
R3 117-207 117-138 116-289
R2 117-067 117-067 116-276
R1 116-318 116-318 116-263 116-283
PP 116-247 116-247 116-247 116-229
S1 116-178 116-178 116-237 116-143
S2 116-107 116-107 116-224
S3 115-287 116-038 116-212
S4 115-147 115-218 116-173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-013 116-175 0-158 0.4% 0-076 0.2% 97% True False 8,786
10 117-065 116-175 0-210 0.6% 0-067 0.2% 73% False False 5,168
20 117-135 116-175 0-280 0.7% 0-053 0.1% 54% False False 2,602
40 118-193 116-175 2-018 1.8% 0-028 0.1% 23% False False 1,301
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 0-014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-236
2.618 117-150
1.618 117-097
1.000 117-065
0.618 117-045
HIGH 117-013
0.618 116-312
0.500 116-306
0.382 116-300
LOW 116-280
0.618 116-248
1.000 116-227
1.618 116-195
2.618 116-143
4.250 116-057
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 117-000 116-303
PP 116-313 116-278
S1 116-306 116-254

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

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