ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	116-318	116-287	-0-030	-0.1%	116-302
High	117-020	117-007	-0-013	0.0%	116-315
Low	116-293	116-265	-0-028	-0.1%	116-175
Close	116-307	116-285	-0-022	-0.1%	116-250
Range	0-047	0-062	0-015	31.6%	0-140
ATR	0-063	0-063	0-000	0.0%	0-000
Volume	9,266	11,933	2,667	28.8%	37,853

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-160	117-125	116-319
R3	117-097	117-062	116-302
R2	117-035	117-035	116-296
R1	117-000	117-000	116-291	116-306
PP	116-292	116-292	116-292	116-286
S1	116-257	116-257	116-279	116-244
S2	116-230	116-230	116-274
S3	116-167	116-195	116-268
S4	116-105	116-133	116-251

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%	0-068	0.2%	67%	False	False	12,792
10	117-065	116-175	0-210	0.6%	0-071	0.2%	52%	False	False	6,673
20	117-135	116-175	0-280	0.7%	0-056	0.1%	39%	False	False	3,662
40	118-193	116-175	2-018	1.8%	0-030	0.1%	17%	False	False	1,831

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-273
2.618	117-171
1.618	117-109
1.000	117-070
0.618	117-046
HIGH	117-007
0.618	116-304
0.500	116-296
0.382	116-289
LOW	116-265
0.618	116-226
1.000	116-202
1.618	116-164
2.618	116-101
4.250	115-319

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	116-296	116-302
PP	116-292	116-297
S1	116-289	116-291

Download as Excel Spreadsheet

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

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