ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 116-315 117-030 0-035 0.1% 116-280
High 117-042 117-033 -0-010 0.0% 117-042
Low 116-287 116-307 0-020 0.1% 116-265
Close 116-310 117-018 0-027 0.1% 116-310
Range 0-075 0-045 -0-030 -40.0% 0-098
ATR 0-064 0-062 -0-001 -2.1% 0-000
Volume 5,286 2,532 -2,754 -52.1% 36,754
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-148 117-128 117-042
R3 117-103 117-083 117-030
R2 117-058 117-058 117-026
R1 117-038 117-038 117-022 117-025
PP 117-013 117-013 117-013 117-006
S1 116-312 116-312 117-013 116-300
S2 116-287 116-287 117-009
S3 116-242 116-267 117-005
S4 116-197 116-222 116-313
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% 0-059 0.2% 74% False False 6,565
10 117-042 116-175 0-187 0.5% 0-067 0.2% 87% False False 7,675
20 117-135 116-175 0-280 0.7% 0-060 0.2% 58% False False 4,233
40 118-033 116-175 1-178 1.3% 0-035 0.1% 33% False False 2,122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 117-224
2.618 117-150
1.618 117-105
1.000 117-078
0.618 117-060
HIGH 117-033
0.618 117-015
0.500 117-010
0.382 117-005
LOW 116-307
0.618 116-280
1.000 116-262
1.618 116-235
2.618 116-190
4.250 116-116
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 117-015 117-013
PP 117-013 117-009
S1 117-010 117-005

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

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