ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	117-055	117-060	0-005	0.0%	117-067
High	117-065	117-073	0-008	0.0%	117-130
Low	117-030	117-030	0-000	0.0%	116-298
Close	117-040	117-060	0-020	0.1%	117-020
Range	0-035	0-042	0-008	21.5%	0-153
ATR	0-043	0-043	0-000	-0.1%	0-000
Volume	1	0	-1	-100.0%	216

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-182	117-163	117-083
R3	117-139	117-121	117-072
R2	117-097	117-097	117-068
R1	117-078	117-078	117-064	117-081
PP	117-054	117-054	117-054	117-056
S1	117-036	117-036	117-056	117-039
S2	117-012	117-012	117-052
S3	116-289	116-313	117-048
S4	116-247	116-271	117-037

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	117-073	116-298	0-095	0.3%	0-029	0.1%	87%	True	False
10	117-130	116-298	0-153	0.4%	0-029	0.1%	54%	False	False	22
20	117-258	116-298	0-280	0.7%	0-015	0.0%	29%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-253
2.618	117-184
1.618	117-141
1.000	117-115
0.618	117-099
HIGH	117-073
0.618	117-056
0.500	117-051
0.382	117-046
LOW	117-030
0.618	117-004
1.000	116-308
1.618	116-281
2.618	116-239
4.250	116-169

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	117-057	117-057
PP	117-054	117-054
S1	117-051	117-051

Download as Excel Spreadsheet

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

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