ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 04-Oct-2017

Day Change Summary
	Previous	Current
	03-Oct-2017	04-Oct-2017	Change	Change %	Previous Week
Open	117-085	117-100	0-015	0.0%	117-200
High	117-093	117-130	0-038	0.1%	117-200
Low	117-085	117-082	-0-002	0.0%	117-050
Close	117-085	117-090	0-005	0.0%	117-082
Range	0-008	0-048	0-040	531.9%	0-150
ATR	0-043	0-044	0-000	0.7%	0-000
Volume	0	4	4		5

Daily Pivots for day following 04-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-243	117-214	117-116
R3	117-196	117-167	117-103
R2	117-148	117-148	117-099
R1	117-119	117-119	117-094	117-110
PP	117-101	117-101	117-101	117-096
S1	117-072	117-072	117-086	117-062
S2	117-053	117-053	117-081
S3	117-006	117-024	117-077
S4	116-278	116-297	117-064

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	117-135	117-050	0-085	0.2%	0-020	0.1%	47%	False	False	1
10	117-200	117-050	0-150	0.4%	0-010	0.0%	27%	False	False
20	118-193	117-050	1-142	1.2%	0-005	0.0%	9%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	118-012
2.618	117-254
1.618	117-207
1.000	117-178
0.618	117-159
HIGH	117-130
0.618	117-112
0.500	117-106
0.382	117-101
LOW	117-082
0.618	117-053
1.000	117-035
1.618	117-006
2.618	116-278
4.250	116-201

Fisher Pivots for day following 04-Oct-2017
Pivot	1 day	3 day
R1	117-106	117-094
PP	117-101	117-093
S1	117-095	117-091

Download as Excel Spreadsheet

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

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