ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 116-318 116-287 -0-030 -0.1% 116-302
High 117-020 117-007 -0-013 0.0% 116-315
Low 116-293 116-265 -0-028 -0.1% 116-175
Close 116-307 116-285 -0-022 -0.1% 116-250
Range 0-047 0-062 0-015 31.6% 0-140
ATR 0-063 0-063 0-000 0.0% 0-000
Volume 9,266 11,933 2,667 28.8% 37,853
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-160 117-125 116-319
R3 117-097 117-062 116-302
R2 117-035 117-035 116-296
R1 117-000 117-000 116-291 116-306
PP 116-292 116-292 116-292 116-286
S1 116-257 116-257 116-279 116-244
S2 116-230 116-230 116-274
S3 116-167 116-195 116-268
S4 116-105 116-133 116-251
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
5 117-020 116-175 0-165 0.4% 0-068 0.2% 67% False False 12,792
10 117-065 116-175 0-210 0.6% 0-071 0.2% 52% False False 6,673
20 117-135 116-175 0-280 0.7% 0-056 0.1% 39% False False 3,662
40 118-193 116-175 2-018 1.8% 0-030 0.1% 17% False False 1,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-273
2.618 117-171
1.618 117-109
1.000 117-070
0.618 117-046
HIGH 117-007
0.618 116-304
0.500 116-296
0.382 116-289
LOW 116-265
0.618 116-226
1.000 116-202
1.618 116-164
2.618 116-101
4.250 115-319
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 116-296 116-302
PP 116-292 116-297
S1 116-289 116-291

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

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