ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 117-018 116-302 -0-035 -0.1% 116-280
High 117-025 117-013 -0-012 0.0% 117-042
Low 116-298 116-280 -0-018 0.0% 116-265
Close 116-315 117-000 0-005 0.0% 116-310
Range 0-047 0-053 0-005 10.6% 0-098
ATR 0-060 0-059 -0-001 -0.9% 0-000
Volume 11,356 8,396 -2,960 -26.1% 36,754
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-148 117-127 117-029
R3 117-096 117-074 117-014
R2 117-043 117-043 117-010
R1 117-022 117-022 117-005 117-033
PP 116-311 116-311 116-311 116-316
S1 116-289 116-289 116-315 116-300
S2 116-258 116-258 116-310
S3 116-206 116-237 116-306
S4 116-153 116-184 116-291
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
5 117-042 116-280 0-082 0.2% 0-053 0.1% 48% False True 10,011
10 117-042 116-175 0-187 0.5% 0-058 0.2% 77% False False 9,784
20 117-135 116-175 0-280 0.7% 0-062 0.2% 52% False False 6,344
40 117-258 116-175 1-082 1.1% 0-038 0.1% 36% False False 3,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-014
Widest range in 4 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 09-Nov-2017
Pivot 1 day 3 day
R1 116-315 116-319
PP 116-311 116-318
S1 116-306 116-316

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

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