ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 116-293 116-315 0-022 0.1% 116-280
High 117-030 117-042 0-012 0.0% 117-042
Low 116-287 116-287 0-000 0.0% 116-265
Close 117-002 116-310 -0-012 0.0% 116-310
Range 0-063 0-075 0-012 20.0% 0-098
ATR 0-063 0-064 0-001 1.4% 0-000
Volume 3,812 5,286 1,474 38.7% 36,754
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-225 117-183 117-031
R3 117-150 117-108 117-011
R2 117-075 117-075 117-004
R1 117-033 117-033 116-317 117-016
PP 117-000 117-000 117-000 116-312
S1 116-278 116-278 116-303 116-261
S2 116-245 116-245 116-296
S3 116-170 116-202 116-289
S4 116-095 116-127 116-269
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-285 117-235 117-044
R3 117-188 117-138 117-017
R2 117-090 117-090 117-008
R1 117-040 117-040 116-319 117-065
PP 116-313 116-313 116-313 117-005
S1 116-263 116-263 116-301 116-288
S2 116-215 116-215 116-292
S3 116-117 116-165 116-283
S4 116-020 116-067 116-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-042 116-265 0-098 0.3% 0-060 0.2% 46% True False 7,350
10 117-042 116-175 0-187 0.5% 0-067 0.2% 72% True False 7,460
20 117-135 116-175 0-280 0.7% 0-058 0.2% 48% False False 4,106
40 118-098 116-175 1-242 1.5% 0-034 0.1% 24% False False 2,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-041
2.618 117-239
1.618 117-164
1.000 117-118
0.618 117-089
HIGH 117-042
0.618 117-014
0.500 117-005
0.382 116-316
LOW 116-287
0.618 116-241
1.000 116-212
1.618 116-166
2.618 116-091
4.250 115-289
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 117-005 116-314
PP 117-000 116-313
S1 116-315 116-311

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

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