ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	117-298	117-280	-0-018	0.0%	117-310
High	117-305	118-015	0-030	0.1%	118-010
Low	117-233	117-227	-0-005	0.0%	117-110
Close	117-290	117-300	0-010	0.0%	117-295
Range	0-072	0-108	0-035	48.3%	0-220
ATR	0-108	0-108	0-000	0.0%	0-000
Volume	1,123,012	2,342,500	1,219,488	108.6%	3,853,313

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-243	118-039
R3	118-183	118-135	118-010
R2	118-075	118-075	118-000
R1	118-028	118-028	117-310	118-051
PP	117-287	117-287	117-287	117-299
S1	117-240	117-240	117-290	117-264
S2	117-180	117-180	117-280
S3	117-072	117-132	117-270
S4	116-285	117-025	117-241

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	118-015	117-110	0-225	0.6%	0-100	0.3%	84%	True	False	1,167,166
10	118-142	117-110	1-032	0.9%	0-097	0.3%	54%	False	False	970,402
20	118-142	117-110	1-032	0.9%	0-100	0.3%	54%	False	False	886,844
40	118-142	116-295	1-167	1.3%	0-111	0.3%	67%	False	False	781,468
60	118-142	116-175	1-287	1.6%	0-113	0.3%	73%	False	False	781,077
80	121-110	116-175	4-255	4.1%	0-121	0.3%	29%	False	False	627,743
100	121-135	116-175	4-280	4.1%	0-107	0.3%	29%	False	False	502,378
120	121-135	116-175	4-280	4.1%	0-089	0.2%	29%	False	False	418,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-152
2.618	118-296
1.618	118-189
1.000	118-123
0.618	118-081
HIGH	118-015
0.618	117-294
0.500	117-281
0.382	117-269
LOW	117-227
0.618	117-161
1.000	117-120
1.618	117-054
2.618	116-266
4.250	116-091

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	117-294	117-293
PP	117-287	117-286
S1	117-281	117-279

Download as Excel Spreadsheet

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

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