ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	116-315	117-030	0-035	0.1%	116-280
High	117-042	117-033	-0-010	0.0%	117-042
Low	116-287	116-307	0-020	0.1%	116-265
Close	116-310	117-018	0-027	0.1%	116-310
Range	0-075	0-045	-0-030	-40.0%	0-098
ATR	0-064	0-062	-0-001	-2.1%	0-000
Volume	5,286	2,532	-2,754	-52.1%	36,754

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-148	117-128	117-042
R3	117-103	117-083	117-030
R2	117-058	117-058	117-026
R1	117-038	117-038	117-022	117-025
PP	117-013	117-013	117-013	117-006
S1	116-312	116-312	117-013	116-300
S2	116-287	116-287	117-009
S3	116-242	116-267	117-005
S4	116-197	116-222	116-313

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%	0-059	0.2%	74%	False	False	6,565
10	117-042	116-175	0-187	0.5%	0-067	0.2%	87%	False	False	7,675
20	117-135	116-175	0-280	0.7%	0-060	0.2%	58%	False	False	4,233
40	118-033	116-175	1-178	1.3%	0-035	0.1%	33%	False	False	2,122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	117-224
2.618	117-150
1.618	117-105
1.000	117-078
0.618	117-060
HIGH	117-033
0.618	117-015
0.500	117-010
0.382	117-005
LOW	116-307
0.618	116-280
1.000	116-262
1.618	116-235
2.618	116-190
4.250	116-116

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	117-015	117-013
PP	117-013	117-009
S1	117-010	117-005

Download as Excel Spreadsheet

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

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