ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 13-Nov-2017
Day Change Summary
Previous Current
10-Nov-2017 13-Nov-2017 Change Change % Previous Week
Open 116-315 116-242 -0-073 -0.2% 117-030
High 116-315 116-273 -0-042 -0.1% 117-033
Low 116-242 116-205 -0-038 -0.1% 116-242
Close 116-247 116-210 -0-037 -0.1% 116-247
Range 0-073 0-068 -0-005 -6.9% 0-110
ATR 0-061 0-061 0-000 0.8% 0-000
Volume 19,047 16,956 -2,091 -11.0% 63,817
Daily Pivots for day following 13-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-112 117-068 116-247
R3 117-044 117-001 116-229
R2 116-297 116-297 116-222
R1 116-253 116-253 116-216 116-241
PP 116-229 116-229 116-229 116-223
S1 116-186 116-186 116-204 116-174
S2 116-162 116-162 116-198
S3 116-094 116-118 116-191
S4 116-027 116-051 116-173
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
5 117-033 116-205 0-148 0.4% 0-057 0.2% 3% False True 15,648
10 117-042 116-205 0-158 0.4% 0-058 0.2% 3% False True 11,107
20 117-065 116-175 0-210 0.6% 0-062 0.2% 17% False False 8,137
40 117-210 116-175 1-035 1.0% 0-042 0.1% 10% False False 4,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-239
2.618 117-129
1.618 117-062
1.000 117-020
0.618 116-314
HIGH 116-273
0.618 116-247
0.500 116-239
0.382 116-231
LOW 116-205
0.618 116-163
1.000 116-137
1.618 116-096
2.618 116-028
4.250 115-238
Fisher Pivots for day following 13-Nov-2017
Pivot 1 day 3 day
R1 116-239 116-269
PP 116-229 116-249
S1 116-220 116-230

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

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