ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	116-275	116-302	0-027	0.1%	117-073
High	117-055	116-313	-0-062	-0.2%	117-087
Low	116-270	116-267	-0-003	0.0%	116-270
Close	116-275	116-302	0-027	0.1%	116-275
Range	0-105	0-045	-0-060	-57.1%	0-137
ATR	0-055	0-054	-0-001	-1.3%	0-000
Volume	912	380	-532	-58.3%	7,516

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-109	117-091	117-007
R3	117-064	117-046	116-315
R2	117-019	117-019	116-311
R1	117-001	117-001	116-307	117-005
PP	116-294	116-294	116-294	116-296
S1	116-276	116-276	116-298	116-280
S2	116-249	116-249	116-294
S3	116-204	116-231	116-290
S4	116-159	116-186	116-278

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	117-065	116-267	0-118	0.3%	0-059	0.2%	30%	False	True	1,550
10	117-135	116-267	0-188	0.5%	0-052	0.1%	19%	False	True	790
20	117-185	116-267	0-238	0.6%	0-036	0.1%	15%	False	True	406
40	118-193	116-267	1-245	1.5%	0-018	0.0%	6%	False	True	203

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-184
2.618	117-110
1.618	117-065
1.000	117-038
0.618	117-020
HIGH	116-313
0.618	116-295
0.500	116-290
0.382	116-285
LOW	116-267
0.618	116-240
1.000	116-222
1.618	116-195
2.618	116-150
4.250	116-076

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	116-298	117-006
PP	116-294	116-318
S1	116-290	116-310

Download as Excel Spreadsheet

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

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