ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 18-Oct-2017

Day Change Summary
	Previous	Current
	17-Oct-2017	18-Oct-2017	Change	Change %	Previous Week
Open	117-035	116-315	-0-040	-0.1%	117-045
High	117-062	117-002	-0-060	-0.2%	117-135
Low	117-010	116-302	-0-028	-0.1%	117-030
Close	117-040	116-315	-0-045	-0.1%	117-115
Range	0-052	0-020	-0-032	-61.9%	0-105
ATR	0-048	0-049	0-001	1.3%	0-000
Volume	5,572	574	-4,998	-89.7%	7

Daily Pivots for day following 18-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-053	117-044	117-006
R3	117-033	117-024	117-001
R2	117-013	117-013	116-319
R1	117-004	117-004	116-317	117-005
PP	116-313	116-313	116-313	116-314
S1	116-304	116-304	116-313	116-305
S2	116-293	116-293	116-311
S3	116-273	116-284	116-310
S4	116-253	116-264	116-304

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	116-302	0-153	0.4%	0-050	0.1%	8%	False	True	1,258
10	117-135	116-298	0-158	0.4%	0-040	0.1%	11%	False	False	650
20	117-200	116-298	0-222	0.6%	0-025	0.1%	8%	False	False	325

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-087
2.618	117-055
1.618	117-035
1.000	117-022
0.618	117-015
HIGH	117-002
0.618	116-315
0.500	116-312
0.382	116-310
LOW	116-302
0.618	116-290
1.000	116-282
1.618	116-270
2.618	116-250
4.250	116-217

Fisher Pivots for day following 18-Oct-2017
Pivot	1 day	3 day
R1	116-314	117-035
PP	116-313	117-022
S1	116-312	117-008

Download as Excel Spreadsheet

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

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