ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 24-Feb-2017

Day Change Summary
	Previous	Current
	23-Feb-2017	24-Feb-2017	Change	Change %	Previous Week
Open	117-302	118-065	0-082	0.2%	117-298
High	118-070	118-162	0-092	0.2%	118-162
Low	117-293	118-055	0-082	0.2%	117-227
Close	118-045	118-158	0-113	0.3%	118-158
Range	0-098	0-107	0-010	10.2%	0-255
ATR	0-107	0-108	0-001	0.7%	0-000
Volume	2,463,430	1,565,337	-898,093	-36.5%	7,494,279

Daily Pivots for day following 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-127	119-090	118-217
R3	119-020	118-302	118-187
R2	118-232	118-232	118-177
R1	118-195	118-195	118-167	118-214
PP	118-125	118-125	118-125	118-134
S1	118-088	118-088	118-148	118-106
S2	118-018	118-018	118-138
S3	117-230	117-300	118-128
S4	117-123	117-193	118-098

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-201	120-114	118-298
R3	119-266	119-179	118-228
R2	119-011	119-011	118-204
R1	118-244	118-244	118-181	118-288
PP	118-076	118-076	118-076	118-097
S1	117-309	117-309	118-134	118-032
S2	117-141	117-141	118-111
S3	116-206	117-054	118-087
S4	115-271	116-119	118-017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-162	117-222	0-260	0.7%	0-099	0.3%	98%	True	False	1,626,589
10	118-162	117-110	1-052	1.0%	0-095	0.3%	99%	True	False	1,206,729
20	118-162	117-110	1-052	1.0%	0-100	0.3%	99%	True	False	1,016,309
40	118-162	116-295	1-187	1.3%	0-113	0.3%	99%	True	False	872,793
60	118-162	116-175	1-307	1.7%	0-113	0.3%	99%	True	False	816,492
80	121-110	116-175	4-255	4.0%	0-122	0.3%	41%	False	False	677,820
100	121-110	116-175	4-255	4.0%	0-109	0.3%	41%	False	False	542,665
120	121-135	116-175	4-280	4.1%	0-091	0.2%	40%	False	False	452,221

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-299
2.618	119-124
1.618	119-016
1.000	118-270
0.618	118-229
HIGH	118-162
0.618	118-121
0.500	118-109
0.382	118-096
LOW	118-055
0.618	117-309
1.000	117-268
1.618	117-201
2.618	117-094
4.250	116-238

Fisher Pivots for day following 24-Feb-2017
Pivot	1 day	3 day
R1	118-141	118-117
PP	118-125	118-076
S1	118-109	118-035

Download as Excel Spreadsheet

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

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