ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	117-135	117-050	-0-085	-0.2%	117-200
High	117-135	117-082	-0-053	-0.1%	117-200
Low	117-135	117-050	-0-085	-0.2%	117-050
Close	117-135	117-082	-0-053	-0.1%	117-082
Range	0-000	0-032	0-032		0-150
ATR	0-043	0-046	0-003	6.9%	0-000
Volume	0	5	5		5

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-169	117-158	117-100
R3	117-137	117-126	117-091
R2	117-104	117-104	117-088
R1	117-093	117-093	117-085	117-099
PP	117-072	117-072	117-072	117-074
S1	117-061	117-061	117-080	117-066
S2	117-039	117-039	117-077
S3	117-007	117-028	117-074
S4	116-294	116-316	117-065

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-241	118-152	117-165
R3	118-091	118-002	117-124
R2	117-261	117-261	117-110
R1	117-172	117-172	117-096	117-141
PP	117-111	117-111	117-111	117-096
S1	117-022	117-022	117-069	116-311
S2	116-281	116-281	117-055
S3	116-131	116-192	117-041
S4	115-301	116-042	117-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-200	117-050	0-150	0.4%	0-006	0.0%	22%	False	True	1
10	117-225	117-050	0-175	0.5%	0-003	0.0%	19%	False	True
20	118-193	117-050	1-142	1.2%	0-002	0.0%	7%	False	True

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	117-221
2.618	117-168
1.618	117-135
1.000	117-115
0.618	117-103
HIGH	117-082
0.618	117-070
0.500	117-066
0.382	117-062
LOW	117-050
0.618	117-030
1.000	117-018
1.618	116-317
2.618	116-285
4.250	116-232

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	117-077	117-093
PP	117-072	117-089
S1	117-066	117-086

Download as Excel Spreadsheet

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

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