ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 17-Feb-2017

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	117-153	117-240	0-087	0.2%	117-310
High	117-260	118-010	0-070	0.2%	118-010
Low	117-145	117-222	0-078	0.2%	117-110
Close	117-240	117-295	0-055	0.1%	117-295
Range	0-115	0-108	-0-007	-6.5%	0-220
ATR	0-111	0-111	0-000	-0.2%	0-000
Volume	844,124	638,670	-205,454	-24.3%	3,853,313

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-285	118-238	118-034
R3	118-178	118-130	118-005
R2	118-070	118-070	117-315
R1	118-023	118-023	117-305	118-046
PP	117-283	117-283	117-283	117-294
S1	117-235	117-235	117-285	117-259
S2	117-175	117-175	117-275
S3	117-067	117-127	117-265
S4	116-280	117-020	117-236

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-265	119-180	118-096
R3	119-045	118-280	118-036
R2	118-145	118-145	118-015
R1	118-060	118-060	117-315	117-313
PP	117-245	117-245	117-245	117-211
S1	117-160	117-160	117-275	117-093
S2	117-025	117-025	117-255
S3	116-125	116-260	117-235
S4	115-225	116-040	117-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-010	117-110	0-220	0.6%	0-102	0.3%	84%	True	False	770,662
10	118-142	117-110	1-032	0.9%	0-100	0.3%	52%	False	False	771,010
20	118-142	117-110	1-032	0.9%	0-105	0.3%	52%	False	False	791,461
40	118-142	116-282	1-180	1.3%	0-110	0.3%	67%	False	False	713,598
60	118-142	116-175	1-287	1.6%	0-115	0.3%	72%	False	False	759,635
80	121-110	116-175	4-255	4.1%	0-121	0.3%	29%	False	False	584,499
100	121-135	116-175	4-280	4.1%	0-105	0.3%	28%	False	False	467,722

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-147
2.618	118-292
1.618	118-184
1.000	118-118
0.618	118-076
HIGH	118-010
0.618	117-289
0.500	117-276
0.382	117-264
LOW	117-222
0.618	117-156
1.000	117-115
1.618	117-049
2.618	116-261
4.250	116-086

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	117-289	117-270
PP	117-283	117-245
S1	117-276	117-220

Download as Excel Spreadsheet

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

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