ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 116-287 116-293 0-005 0.0% 116-302
High 117-007 117-030 0-023 0.1% 116-315
Low 116-265 116-287 0-022 0.1% 116-175
Close 116-285 117-002 0-038 0.1% 116-250
Range 0-062 0-063 0-000 0.1% 0-140
ATR 0-063 0-063 0-000 0.3% 0-000
Volume 11,933 3,812 -8,121 -68.1% 37,853
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-188 117-158 117-037
R3 117-125 117-095 117-020
R2 117-063 117-063 117-014
R1 117-033 117-033 117-008 117-048
PP 117-000 117-000 117-000 117-008
S1 116-290 116-290 116-317 116-305
S2 116-257 116-257 116-311
S3 116-195 116-227 116-305
S4 116-132 116-165 116-288
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
5 117-030 116-175 0-175 0.5% 0-064 0.2% 84% True False 9,558
10 117-055 116-175 0-200 0.5% 0-070 0.2% 74% False False 7,023
20 117-135 116-175 0-280 0.7% 0-056 0.2% 53% False False 3,842
40 118-190 116-175 2-015 1.7% 0-032 0.1% 23% False False 1,926
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 0-015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-296
2.618 117-194
1.618 117-131
1.000 117-093
0.618 117-069
HIGH 117-030
0.618 117-006
0.500 116-319
0.382 116-311
LOW 116-287
0.618 116-249
1.000 116-225
1.618 116-186
2.618 116-124
4.250 116-022
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 117-001 116-317
PP 117-000 116-313
S1 116-319 116-308

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

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