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

Download as Excel Spreadsheet

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

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