ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 03-Nov-2017

Day Change Summary
	Previous	Current
	02-Nov-2017	03-Nov-2017	Change	Change %	Previous Week
Open	116-293	116-315	0-022	0.1%	116-280
High	117-030	117-042	0-012	0.0%	117-042
Low	116-287	116-287	0-000	0.0%	116-265
Close	117-002	116-310	-0-012	0.0%	116-310
Range	0-063	0-075	0-012	20.0%	0-098
ATR	0-063	0-064	0-001	1.4%	0-000
Volume	3,812	5,286	1,474	38.7%	36,754

Daily Pivots for day following 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-225	117-183	117-031
R3	117-150	117-108	117-011
R2	117-075	117-075	117-004
R1	117-033	117-033	116-317	117-016
PP	117-000	117-000	117-000	116-312
S1	116-278	116-278	116-303	116-261
S2	116-245	116-245	116-296
S3	116-170	116-202	116-289
S4	116-095	116-127	116-269

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-285	117-235	117-044
R3	117-188	117-138	117-017
R2	117-090	117-090	117-008
R1	117-040	117-040	116-319	117-065
PP	116-313	116-313	116-313	117-005
S1	116-263	116-263	116-301	116-288
S2	116-215	116-215	116-292
S3	116-117	116-165	116-283
S4	116-020	116-067	116-256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-042	116-265	0-098	0.3%	0-060	0.2%	46%	True	False	7,350
10	117-042	116-175	0-187	0.5%	0-067	0.2%	72%	True	False	7,460
20	117-135	116-175	0-280	0.7%	0-058	0.2%	48%	False	False	4,106
40	118-098	116-175	1-242	1.5%	0-034	0.1%	24%	False	False	2,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-041
2.618	117-239
1.618	117-164
1.000	117-118
0.618	117-089
HIGH	117-042
0.618	117-014
0.500	117-005
0.382	116-316
LOW	116-287
0.618	116-241
1.000	116-212
1.618	116-166
2.618	116-091
4.250	115-289

Fisher Pivots for day following 03-Nov-2017
Pivot	1 day	3 day
R1	117-005	116-314
PP	117-000	116-313
S1	116-315	116-311

Download as Excel Spreadsheet

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

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