ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	116-238	116-198	-0-040	-0.1%	116-302
High	116-278	116-270	-0-007	0.0%	116-315
Low	116-193	116-175	-0-018	0.0%	116-175
Close	116-207	116-250	0-043	0.1%	116-250
Range	0-085	0-095	0-010	11.8%	0-140
ATR	0-060	0-062	0-003	4.2%	0-000
Volume	19,985	16,323	-3,662	-18.3%	37,853

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-197	117-158	116-302
R3	117-102	117-063	116-276
R2	117-007	117-007	116-267
R1	116-288	116-288	116-259	116-308
PP	116-232	116-232	116-232	116-241
S1	116-193	116-193	116-241	116-213
S2	116-137	116-137	116-233
S3	116-042	116-098	116-224
S4	115-267	116-003	116-198

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-027	117-278	117-007
R3	117-207	117-138	116-289
R2	117-067	117-067	116-276
R1	116-318	116-318	116-263	116-283
PP	116-247	116-247	116-247	116-229
S1	116-178	116-178	116-237	116-143
S2	116-107	116-107	116-224
S3	115-287	116-038	116-212
S4	115-147	115-218	116-173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-315	116-175	0-140	0.4%	0-074	0.2%	54%	False	True	7,570
10	117-087	116-175	0-232	0.6%	0-067	0.2%	32%	False	True	4,536
20	117-135	116-175	0-280	0.7%	0-051	0.1%	27%	False	True	2,279
40	118-193	116-175	2-018	1.8%	0-026	0.1%	11%	False	True	1,139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	118-034
2.618	117-199
1.618	117-104
1.000	117-045
0.618	117-009
HIGH	116-270
0.618	116-234
0.500	116-223
0.382	116-211
LOW	116-175
0.618	116-116
1.000	116-080
1.618	116-021
2.618	115-246
4.250	115-091

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	116-241	116-242
PP	116-232	116-234
S1	116-223	116-226

Download as Excel Spreadsheet

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

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