ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 17-Oct-2017

Day Change Summary
	Previous	Current
	16-Oct-2017	17-Oct-2017	Change	Change %	Previous Week
Open	117-073	117-035	-0-038	-0.1%	117-045
High	117-087	117-062	-0-025	-0.1%	117-135
Low	117-040	117-010	-0-030	-0.1%	117-030
Close	117-042	117-040	-0-002	0.0%	117-115
Range	0-047	0-052	0-005	10.5%	0-105
ATR	0-048	0-048	0-000	0.7%	0-000
Volume	144	5,572	5,428	3,769.4%	7

Daily Pivots for day following 17-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-195	117-170	117-069
R3	117-142	117-117	117-054
R2	117-090	117-090	117-050
R1	117-065	117-065	117-045	117-077
PP	117-038	117-038	117-038	117-044
S1	117-013	117-013	117-035	117-025
S2	116-305	116-305	117-030
S3	116-253	116-280	117-026
S4	116-200	116-228	117-011

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-088	118-047	117-173
R3	117-303	117-262	117-144
R2	117-198	117-198	117-134
R1	117-157	117-157	117-125	117-178
PP	117-093	117-093	117-093	117-104
S1	117-052	117-052	117-105	117-073
S2	116-308	116-308	117-096
S3	116-203	116-267	117-086
S4	116-098	116-162	117-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-135	117-010	0-125	0.3%	0-053	0.1%	24%	False	True	1,144
10	117-135	116-298	0-158	0.4%	0-043	0.1%	40%	False	False	593
20	117-200	116-298	0-222	0.6%	0-024	0.1%	28%	False	False	297

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	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-286
2.618	117-200
1.618	117-147
1.000	117-115
0.618	117-095
HIGH	117-062
0.618	117-042
0.500	117-036
0.382	117-030
LOW	117-010
0.618	116-298
1.000	116-278
1.618	116-245
2.618	116-193
4.250	116-107

Fisher Pivots for day following 17-Oct-2017
Pivot	1 day	3 day
R1	117-039	117-073
PP	117-038	117-062
S1	117-036	117-051

Download as Excel Spreadsheet

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

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