ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	117-045	117-058	0-013	0.0%	117-067
High	117-045	117-058	0-013	0.0%	117-130
Low	117-033	117-045	0-012	0.0%	116-298
Close	117-033	117-058	0-025	0.1%	117-020
Range	0-012	0-013	0-000	0.3%	0-153
ATR	0-045	0-043	-0-001	-3.2%	0-000
Volume	2	0	-2	-100.0%	216

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-091	117-087	117-064
R3	117-078	117-074	117-061
R2	117-066	117-066	117-060
R1	117-062	117-062	117-059	117-064
PP	117-053	117-053	117-053	117-054
S1	117-049	117-049	117-056	117-051
S2	117-041	117-041	117-055
S3	117-028	117-037	117-054
S4	117-016	117-024	117-051

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%	0-033	0.1%	52%	False	False	43
10	117-135	116-298	0-158	0.4%	0-022	0.1%	51%	False	False	22
20	117-310	116-298	1-013	0.9%	0-011	0.0%	24%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-111
2.618	117-090
1.618	117-078
1.000	117-070
0.618	117-065
HIGH	117-058
0.618	117-053
0.500	117-051
0.382	117-050
LOW	117-045
0.618	117-037
1.000	117-032
1.618	117-025
2.618	117-012
4.250	116-312

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	117-055	117-044
PP	117-053	117-031
S1	117-051	117-018

Download as Excel Spreadsheet

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

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