ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 19-Oct-2017

Day Change Summary
	Previous	Current
	18-Oct-2017	19-Oct-2017	Change	Change %	Previous Week
Open	116-315	117-053	0-058	0.2%	117-045
High	117-002	117-065	0-062	0.2%	117-135
Low	116-302	116-313	0-010	0.0%	117-030
Close	116-315	117-020	0-025	0.1%	117-115
Range	0-020	0-072	0-052	262.4%	0-105
ATR	0-049	0-051	0-002	3.4%	0-000
Volume	574	314	-260	-45.3%	7

Daily Pivots for day following 19-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-243	117-204	117-060
R3	117-171	117-132	117-040
R2	117-098	117-098	117-033
R1	117-059	117-059	117-027	117-042
PP	117-026	117-026	117-026	117-018
S1	116-307	116-307	117-013	116-290
S2	116-273	116-273	117-007
S3	116-201	116-234	117-000
S4	116-128	116-162	116-300

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%	0-056	0.1%	25%	False	False	1,321
10	117-135	116-298	0-158	0.4%	0-042	0.1%	27%	False	False	661
20	117-200	116-298	0-222	0.6%	0-029	0.1%	19%	False	False	341

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-053
2.618	117-255
1.618	117-182
1.000	117-137
0.618	117-110
HIGH	117-065
0.618	117-037
0.500	117-029
0.382	117-020
LOW	116-313
0.618	116-268
1.000	116-240
1.618	116-195
2.618	116-123
4.250	116-004

Fisher Pivots for day following 19-Oct-2017
Pivot	1 day	3 day
R1	117-029	117-024
PP	117-026	117-022
S1	117-023	117-021

Download as Excel Spreadsheet

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

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