ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	116-302	116-242	-0-060	-0.2%	117-073
High	116-313	116-315	0-002	0.0%	117-087
Low	116-267	116-240	-0-027	-0.1%	116-270
Close	116-302	116-275	-0-027	-0.1%	116-275
Range	0-045	0-075	0-030	66.6%	0-137
ATR	0-054	0-055	0-002	2.8%	0-000
Volume	380	316	-64	-16.8%	7,516

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-182	117-143	116-316
R3	117-107	117-068	116-296
R2	117-032	117-032	116-289
R1	116-313	116-313	116-282	117-013
PP	116-277	116-277	116-277	116-286
S1	116-238	116-238	116-268	116-258
S2	116-202	116-202	116-261
S3	116-127	116-163	116-254
S4	116-052	116-088	116-234

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	116-240	0-145	0.4%	0-064	0.2%	24%	False	True	499
10	117-135	116-240	0-215	0.6%	0-058	0.2%	16%	False	True	821
20	117-135	116-240	0-215	0.6%	0-040	0.1%	16%	False	True	422
40	118-193	116-240	1-273	1.6%	0-020	0.1%	6%	False	True	211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-314
2.618	117-191
1.618	117-116
1.000	117-070
0.618	117-041
HIGH	116-315
0.618	116-286
0.500	116-278
0.382	116-269
LOW	116-240
0.618	116-194
1.000	116-165
1.618	116-119
2.618	116-044
4.250	115-241

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	116-278	116-308
PP	116-277	116-297
S1	116-276	116-286

Download as Excel Spreadsheet

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

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