ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 23-Feb-2017

Day Change Summary
	Previous	Current
	22-Feb-2017	23-Feb-2017	Change	Change %	Previous Week
Open	117-280	117-302	0-022	0.1%	117-310
High	118-015	118-070	0-055	0.1%	118-010
Low	117-227	117-293	0-065	0.2%	117-110
Close	117-300	118-045	0-065	0.2%	117-295
Range	0-108	0-098	-0-010	-9.3%	0-220
ATR	0-108	0-107	-0-001	-0.7%	0-000
Volume	2,342,500	2,463,430	120,930	5.2%	3,853,313

Daily Pivots for day following 23-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-002	118-281	118-099
R3	118-224	118-183	118-072
R2	118-127	118-127	118-063
R1	118-086	118-086	118-054	118-106
PP	118-029	118-029	118-029	118-039
S1	117-308	117-308	118-036	118-009
S2	117-252	117-252	118-027
S3	117-154	117-211	118-018
S4	117-057	117-113	117-311

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	118-070	117-145	0-245	0.6%	0-100	0.3%	90%	True	False	1,482,347
10	118-133	117-110	1-022	0.9%	0-096	0.3%	74%	False	False	1,127,090
20	118-142	117-110	1-032	0.9%	0-099	0.3%	72%	False	False	970,507
40	118-142	116-295	1-167	1.3%	0-112	0.3%	80%	False	False	838,128
60	118-142	116-175	1-287	1.6%	0-113	0.3%	84%	False	False	811,128
80	121-110	116-175	4-255	4.1%	0-121	0.3%	33%	False	False	658,285
100	121-110	116-175	4-255	4.1%	0-108	0.3%	33%	False	False	527,012
120	121-135	116-175	4-280	4.1%	0-090	0.2%	33%	False	False	439,176

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	119-164
2.618	119-005
1.618	118-228
1.000	118-168
0.618	118-130
HIGH	118-070
0.618	118-033
0.500	118-021
0.382	118-010
LOW	117-293
0.618	117-232
1.000	117-195
1.618	117-135
2.618	117-037
4.250	116-198

Fisher Pivots for day following 23-Feb-2017
Pivot	1 day	3 day
R1	118-037	118-026
PP	118-029	118-007
S1	118-021	117-309

Download as Excel Spreadsheet

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

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