ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	116-233	116-238	0-005	0.0%	117-073
High	116-253	116-278	0-025	0.1%	117-087
Low	116-182	116-193	0-010	0.0%	116-270
Close	116-227	116-207	-0-020	-0.1%	116-275
Range	0-070	0-085	0-015	21.4%	0-137
ATR	0-058	0-060	0-002	3.3%	0-000
Volume	849	19,985	19,136	2,253.9%	7,516

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-161	117-109	116-254
R3	117-076	117-024	116-231
R2	116-311	116-311	116-223
R1	116-259	116-259	116-215	116-242
PP	116-226	116-226	116-226	116-218
S1	116-174	116-174	116-200	116-158
S2	116-141	116-141	116-192
S3	116-056	116-089	116-184
S4	115-291	116-004	116-161

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	117-055	116-182	0-193	0.5%	0-076	0.2%	13%	False	False	4,488
10	117-135	116-182	0-273	0.7%	0-066	0.2%	9%	False	False	2,905
20	117-135	116-182	0-273	0.7%	0-048	0.1%	9%	False	False	1,463
40	118-193	116-182	2-010	1.7%	0-024	0.1%	4%	False	False	731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-319
2.618	117-180
1.618	117-095
1.000	117-042
0.618	117-010
HIGH	116-278
0.618	116-245
0.500	116-235
0.382	116-225
LOW	116-193
0.618	116-140
1.000	116-108
1.618	116-055
2.618	115-290
4.250	115-151

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	116-235	116-249
PP	116-226	116-235
S1	116-217	116-221

Download as Excel Spreadsheet

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

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