ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	117-100	117-053	-0-047	-0.1%	117-200
High	117-130	117-105	-0-025	-0.1%	117-200
Low	117-082	117-053	-0-030	-0.1%	117-050
Close	117-090	117-053	-0-038	-0.1%	117-082
Range	0-048	0-052	0-005	10.4%	0-150
ATR	0-044	0-044	0-001	1.5%	0-000
Volume	4	211	207	5,175.0%	5

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-227	117-192	117-081
R3	117-175	117-140	117-067
R2	117-122	117-122	117-062
R1	117-087	117-087	117-057	117-079
PP	117-070	117-070	117-070	117-066
S1	117-035	117-035	117-048	117-026
S2	117-018	117-018	117-043
S3	116-285	116-303	117-038
S4	116-233	116-250	117-024

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	117-130	117-050	0-080	0.2%	0-030	0.1%	3%	False	False	44
10	117-200	117-050	0-150	0.4%	0-015	0.0%	2%	False	False	22
20	118-190	117-050	1-140	1.2%	0-007	0.0%	1%	False	False	11

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	0-002
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	118-008
2.618	117-242
1.618	117-190
1.000	117-157
0.618	117-137
HIGH	117-105
0.618	117-085
0.500	117-079
0.382	117-073
LOW	117-053
0.618	117-020
1.000	117-000
1.618	116-288
2.618	116-235
4.250	116-149

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	117-079	117-091
PP	117-070	117-078
S1	117-061	117-065

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols