ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 116-302 116-315 0-013 0.0% 117-030
High 117-013 116-315 -0-018 0.0% 117-033
Low 116-280 116-242 -0-038 -0.1% 116-242
Close 117-000 116-247 -0-073 -0.2% 116-247
Range 0-053 0-073 0-020 38.1% 0-110
ATR 0-059 0-061 0-001 2.2% 0-000
Volume 8,396 19,047 10,651 126.9% 63,817
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-166 117-119 116-287
R3 117-093 117-047 116-267
R2 117-021 117-021 116-261
R1 116-294 116-294 116-254 116-281
PP 116-268 116-268 116-268 116-262
S1 116-222 116-222 116-241 116-209
S2 116-196 116-196 116-234
S3 116-123 116-149 116-228
S4 116-051 116-077 116-208
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-291 117-219 116-308
R3 117-181 117-109 116-278
R2 117-071 117-071 116-268
R1 116-319 116-319 116-258 116-300
PP 116-281 116-281 116-281 116-271
S1 116-209 116-209 116-237 116-190
S2 116-171 116-171 116-227
S3 116-061 116-099 116-217
S4 115-271 115-309 116-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-033 116-242 0-110 0.3% 0-052 0.1% 5% False True 12,763
10 117-042 116-242 0-120 0.3% 0-056 0.1% 4% False True 10,057
20 117-087 116-175 0-232 0.6% 0-061 0.2% 31% False False 7,297
40 117-225 116-175 1-050 1.0% 0-040 0.1% 20% False False 3,654
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 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-303
2.618 117-185
1.618 117-112
1.000 117-068
0.618 117-040
HIGH 116-315
0.618 116-287
0.500 116-279
0.382 116-270
LOW 116-242
0.618 116-198
1.000 116-170
1.618 116-125
2.618 116-053
4.250 115-254
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 116-279 116-294
PP 116-268 116-278
S1 116-258 116-263

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

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