ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 117-000 117-018 0-018 0.0% 116-280
High 117-033 117-025 -0-008 0.0% 117-042
Low 116-310 116-298 -0-013 0.0% 116-265
Close 117-022 116-315 -0-027 -0.1% 116-310
Range 0-042 0-047 0-005 11.7% 0-098
ATR 0-061 0-060 -0-001 -1.6% 0-000
Volume 22,486 11,356 -11,130 -49.5% 36,754
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-142 117-116 117-021
R3 117-094 117-068 117-008
R2 117-047 117-047 117-004
R1 117-021 117-021 116-319 117-010
PP 116-319 116-319 116-319 116-314
S1 116-293 116-293 116-311 116-283
S2 116-272 116-272 116-306
S3 116-224 116-246 116-302
S4 116-177 116-198 116-289
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
5 117-042 116-287 0-075 0.2% 0-055 0.1% 37% False False 9,094
10 117-042 116-175 0-187 0.5% 0-062 0.2% 75% False False 10,943
20 117-135 116-175 0-280 0.7% 0-062 0.2% 50% False False 5,925
40 117-285 116-175 1-110 1.1% 0-037 0.1% 33% False False 2,968
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 True
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-227
2.618 117-149
1.618 117-102
1.000 117-072
0.618 117-054
HIGH 117-025
0.618 117-007
0.500 117-001
0.382 116-316
LOW 116-298
0.618 116-268
1.000 116-250
1.618 116-221
2.618 116-173
4.250 116-096
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 117-001 117-005
PP 116-319 117-002
S1 116-317 116-318

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

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