ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 25-Oct-2017

Day Change Summary
	Previous	Current
	24-Oct-2017	25-Oct-2017	Change	Change %	Previous Week
Open	116-242	116-233	-0-010	0.0%	117-073
High	116-315	116-253	-0-062	-0.2%	117-087
Low	116-240	116-182	-0-058	-0.2%	116-270
Close	116-275	116-227	-0-048	-0.1%	116-275
Range	0-075	0-070	-0-005	-6.7%	0-137
ATR	0-055	0-058	0-003	4.8%	0-000
Volume	316	849	533	168.7%	7,516

Daily Pivots for day following 25-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-111	117-079	116-266
R3	117-041	117-009	116-247
R2	116-291	116-291	116-240
R1	116-259	116-259	116-234	116-240
PP	116-221	116-221	116-221	116-211
S1	116-189	116-189	116-221	116-170
S2	116-151	116-151	116-215
S3	116-081	116-119	116-208
S4	116-011	116-049	116-189

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	116-182	0-202	0.5%	0-074	0.2%	22%	False	True	554
10	117-135	116-182	0-273	0.7%	0-062	0.2%	17%	False	True	906
20	117-135	116-182	0-273	0.7%	0-043	0.1%	17%	False	True	464
40	118-193	116-182	2-010	1.7%	0-022	0.1%	7%	False	True	232

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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-230
2.618	117-116
1.618	117-046
1.000	117-003
0.618	116-296
HIGH	116-253
0.618	116-226
0.500	116-218
0.382	116-209
LOW	116-182
0.618	116-139
1.000	116-112
1.618	116-069
2.618	115-319
4.250	115-205

Fisher Pivots for day following 25-Oct-2017
Pivot	1 day	3 day
R1	116-224	116-249
PP	116-221	116-242
S1	116-218	116-235

Download as Excel Spreadsheet

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

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