ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 116-238 116-278 0-040 0.1% 117-030
High 116-305 116-278 -0-027 -0.1% 117-033
Low 116-238 116-215 -0-022 -0.1% 116-242
Close 116-270 116-235 -0-035 -0.1% 116-247
Range 0-067 0-062 -0-005 -7.4% 0-110
ATR 0-062 0-062 0-000 0.0% 0-000
Volume 75,558 42,483 -33,075 -43.8% 63,817
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-110 117-075 116-269
R3 117-047 117-013 116-252
R2 116-305 116-305 116-246
R1 116-270 116-270 116-241 116-256
PP 116-243 116-243 116-243 116-236
S1 116-208 116-208 116-229 116-194
S2 116-180 116-180 116-224
S3 116-118 116-145 116-218
S4 116-055 116-083 116-201
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
5 116-315 116-185 0-130 0.3% 0-066 0.2% 38% False False 40,882
10 117-042 116-185 0-178 0.5% 0-059 0.2% 28% False False 25,447
20 117-055 116-175 0-200 0.5% 0-065 0.2% 30% False False 16,235
40 117-200 116-175 1-025 0.9% 0-047 0.1% 17% False False 8,288
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-223
2.618 117-121
1.618 117-059
1.000 117-020
0.618 116-316
HIGH 116-278
0.618 116-254
0.500 116-246
0.382 116-239
LOW 116-215
0.618 116-176
1.000 116-153
1.618 116-114
2.618 116-051
4.250 115-269
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 116-246 116-245
PP 116-243 116-242
S1 116-239 116-238

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

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