ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 116-280 116-318 0-038 0.1% 116-302
High 117-013 117-020 0-007 0.0% 116-315
Low 116-280 116-293 0-013 0.0% 116-175
Close 117-007 116-307 -0-020 -0.1% 116-250
Range 0-053 0-047 -0-005 -9.6% 0-140
ATR 0-064 0-063 -0-001 -1.8% 0-000
Volume 6,457 9,266 2,809 43.5% 37,853
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-136 117-109 117-014
R3 117-088 117-062 117-001
R2 117-041 117-041 116-316
R1 117-014 117-014 116-312 117-004
PP 116-313 116-313 116-313 116-308
S1 116-287 116-287 116-303 116-276
S2 116-266 116-266 116-299
S3 116-218 116-239 116-294
S4 116-171 116-192 116-281
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
5 117-020 116-175 0-165 0.4% 0-070 0.2% 80% True False 10,576
10 117-065 116-175 0-210 0.6% 0-067 0.2% 63% False False 5,537
20 117-135 116-175 0-280 0.7% 0-055 0.1% 47% False False 3,065
40 118-193 116-175 2-018 1.8% 0-029 0.1% 20% False False 1,533
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 6 trading days
Fibonacci Retracements and Extensions
4.250 117-222
2.618 117-144
1.618 117-097
1.000 117-067
0.618 117-049
HIGH 117-020
0.618 117-002
0.500 116-316
0.382 116-311
LOW 116-293
0.618 116-263
1.000 116-245
1.618 116-216
2.618 116-168
4.250 116-091
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 116-316 116-291
PP 116-313 116-274
S1 116-310 116-258

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

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