ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	117-053	116-275	-0-098	-0.3%	117-073
High	117-065	117-055	-0-010	0.0%	117-087
Low	116-313	116-270	-0-042	-0.1%	116-270
Close	117-020	116-275	-0-065	-0.2%	116-275
Range	0-072	0-105	0-033	44.9%	0-137
ATR	0-051	0-055	0-004	7.6%	0-000
Volume	314	912	598	190.4%	7,516

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-302	117-233	117-013
R3	117-197	117-128	116-304
R2	117-092	117-092	116-294
R1	117-023	117-023	116-285	117-008
PP	116-307	116-307	116-307	116-299
S1	116-238	116-238	116-265	116-223
S2	116-202	116-202	116-256
S3	116-097	116-133	116-246
S4	115-312	116-028	116-217

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-090	118-000	117-031
R3	117-272	117-182	116-313
R2	117-135	117-135	116-300
R1	117-045	117-045	116-288	117-021
PP	116-318	116-318	116-318	116-306
S1	116-228	116-228	116-262	116-204
S2	116-180	116-180	116-250
S3	116-043	116-090	116-237
S4	115-225	115-273	116-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-087	116-270	0-137	0.4%	0-059	0.2%	4%	False	True	1,503
10	117-135	116-270	0-185	0.5%	0-049	0.1%	3%	False	True	752
20	117-200	116-270	0-250	0.7%	0-034	0.1%	2%	False	True	387

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 40 trading days

Fibonacci Retracements and Extensions
4.250	118-181
2.618	118-010
1.618	117-225
1.000	117-160
0.618	117-120
HIGH	117-055
0.618	117-015
0.500	117-003
0.382	116-310
LOW	116-270
0.618	116-205
1.000	116-165
1.618	116-100
2.618	115-315
4.250	115-144

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	117-003	117-008
PP	116-307	116-310
S1	116-291	116-293

Download as Excel Spreadsheet

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

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