ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 08-Nov-2017

Day Change Summary
	Previous	Current
	07-Nov-2017	08-Nov-2017	Change	Change %	Previous Week
Open	117-000	117-018	0-018	0.0%	116-280
High	117-033	117-025	-0-008	0.0%	117-042
Low	116-310	116-298	-0-013	0.0%	116-265
Close	117-022	116-315	-0-027	-0.1%	116-310
Range	0-042	0-047	0-005	11.7%	0-098
ATR	0-061	0-060	-0-001	-1.6%	0-000
Volume	22,486	11,356	-11,130	-49.5%	36,754

Daily Pivots for day following 08-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-142	117-116	117-021
R3	117-094	117-068	117-008
R2	117-047	117-047	117-004
R1	117-021	117-021	116-319	117-010
PP	116-319	116-319	116-319	116-314
S1	116-293	116-293	116-311	116-283
S2	116-272	116-272	116-306
S3	116-224	116-246	116-302
S4	116-177	116-198	116-289

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	116-287	0-075	0.2%	0-055	0.1%	37%	False	False	9,094
10	117-042	116-175	0-187	0.5%	0-062	0.2%	75%	False	False	10,943
20	117-135	116-175	0-280	0.7%	0-062	0.2%	50%	False	False	5,925
40	117-285	116-175	1-110	1.1%	0-037	0.1%	33%	False	False	2,968

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-227
2.618	117-149
1.618	117-102
1.000	117-072
0.618	117-054
HIGH	117-025
0.618	117-007
0.500	117-001
0.382	116-316
LOW	116-298
0.618	116-268
1.000	116-250
1.618	116-221
2.618	116-173
4.250	116-096

Fisher Pivots for day following 08-Nov-2017
Pivot	1 day	3 day
R1	117-001	117-005
PP	116-319	117-002
S1	116-317	116-318

Download as Excel Spreadsheet

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

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