ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 02-Oct-2017

Day Change Summary
	Previous	Current
	29-Sep-2017	02-Oct-2017	Change	Change %	Previous Week
Open	117-050	117-067	0-017	0.0%	117-200
High	117-082	117-067	-0-015	0.0%	117-200
Low	117-050	117-058	0-007	0.0%	117-050
Close	117-082	117-067	-0-015	0.0%	117-082
Range	0-032	0-010	-0-022	-69.3%	0-150
ATR	0-046	0-045	-0-002	-3.3%	0-000
Volume	5	0	-5	-100.0%	5

Daily Pivots for day following 02-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-094	117-091	117-073
R3	117-084	117-081	117-070
R2	117-074	117-074	117-069
R1	117-071	117-071	117-068	117-072
PP	117-064	117-064	117-064	117-065
S1	117-061	117-061	117-067	117-062
S2	117-054	117-054	117-066
S3	117-044	117-051	117-065
S4	117-034	117-041	117-062

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	117-185	117-050	0-135	0.4%	0-008	0.0%	13%	False	False	1
10	117-210	117-050	0-160	0.4%	0-004	0.0%	11%	False	False
20	118-193	117-050	1-142	1.2%	0-002	0.0%	4%	False	False

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

Fibonacci Retracements and Extensions
4.250	117-110
2.618	117-094
1.618	117-084
1.000	117-077
0.618	117-074
HIGH	117-067
0.618	117-064
0.500	117-062
0.382	117-061
LOW	117-058
0.618	117-051
1.000	117-048
1.618	117-041
2.618	117-031
4.250	117-015

Fisher Pivots for day following 02-Oct-2017
Pivot	1 day	3 day
R1	117-066	117-093
PP	117-064	117-084
S1	117-062	117-076

Download as Excel Spreadsheet

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

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