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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | 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 |  |