ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 30-Oct-2017

Day Change Summary
	Previous	Current
	27-Oct-2017	30-Oct-2017	Change	Change %	Previous Week
Open	116-198	116-280	0-082	0.2%	116-302
High	116-270	117-013	0-062	0.2%	116-315
Low	116-175	116-280	0-105	0.3%	116-175
Close	116-250	117-007	0-077	0.2%	116-250
Range	0-095	0-053	-0-042	-44.7%	0-140
ATR	0-062	0-064	0-001	2.3%	0-000
Volume	16,323	6,457	-9,866	-60.4%	37,853

Daily Pivots for day following 30-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-151	117-132	117-036
R3	117-098	117-079	117-022
R2	117-046	117-046	117-017
R1	117-027	117-027	117-012	117-036
PP	116-313	116-313	116-313	116-318
S1	116-294	116-294	117-003	116-304
S2	116-261	116-261	116-318
S3	116-208	116-242	116-313
S4	116-156	116-189	116-299

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	117-013	116-175	0-158	0.4%	0-076	0.2%	97%	True	False	8,786
10	117-065	116-175	0-210	0.6%	0-067	0.2%	73%	False	False	5,168
20	117-135	116-175	0-280	0.7%	0-053	0.1%	54%	False	False	2,602
40	118-193	116-175	2-018	1.8%	0-028	0.1%	23%	False	False	1,301

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-236
2.618	117-150
1.618	117-097
1.000	117-065
0.618	117-045
HIGH	117-013
0.618	116-312
0.500	116-306
0.382	116-300
LOW	116-280
0.618	116-248
1.000	116-227
1.618	116-195
2.618	116-143
4.250	116-057

Fisher Pivots for day following 30-Oct-2017
Pivot	1 day	3 day
R1	117-000	116-303
PP	116-313	116-278
S1	116-306	116-254

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols