ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	117-053	117-020	-0-033	-0.1%	117-067
High	117-105	117-020	-0-085	-0.2%	117-130
Low	117-053	116-298	-0-075	-0.2%	116-298
Close	117-053	117-020	-0-033	-0.1%	117-020
Range	0-052	0-042	-0-010	-19.0%	0-153
ATR	0-044	0-046	0-002	5.0%	0-000
Volume	211	1	-210	-99.5%	216

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-133	117-119	117-043
R3	117-091	117-077	117-032
R2	117-048	117-048	117-028
R1	117-034	117-034	117-024	117-041
PP	117-006	117-006	117-006	117-009
S1	116-312	116-312	117-016	116-319
S2	116-283	116-283	117-012
S3	116-241	116-269	117-008
S4	116-198	116-227	116-317

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-180	118-093	117-104
R3	118-028	117-260	117-062
R2	117-195	117-195	117-048
R1	117-108	117-108	117-034	117-075
PP	117-043	117-043	117-043	117-026
S1	116-275	116-275	117-006	116-242
S2	116-210	116-210	116-312
S3	116-057	116-122	116-298
S4	115-225	115-290	116-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-130	116-298	0-153	0.4%	0-032	0.1%	28%	False	True	43
10	117-200	116-298	0-222	0.6%	0-019	0.1%	19%	False	True	22
20	118-098	116-298	1-120	1.2%	0-010	0.0%	10%	False	True	11

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	0-002
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-201
2.618	117-131
1.618	117-089
1.000	117-062
0.618	117-046
HIGH	117-020
0.618	117-004
0.500	116-319
0.382	116-314
LOW	116-298
0.618	116-271
1.000	116-255
1.618	116-229
2.618	116-186
4.250	116-117

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	117-013	117-054
PP	117-006	117-043
S1	116-319	117-031

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