ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	118-160	118-058	-0-102	-0.3%	117-298
High	118-162	118-082	-0-080	-0.2%	118-162
Low	118-042	117-230	-0-132	-0.4%	117-227
Close	118-050	118-022	-0-028	-0.1%	118-158
Range	0-120	0-172	0-052	43.7%	0-255
ATR	0-109	0-113	0-005	4.2%	0-000
Volume	925,442	423,780	-501,662	-54.2%	7,494,279

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-202	119-125	118-117
R3	119-030	118-272	118-070
R2	118-177	118-177	118-054
R1	118-100	118-100	118-038	118-052
PP	118-005	118-005	118-005	117-301
S1	117-248	117-248	118-007	117-200
S2	117-153	117-153	117-311
S3	116-300	117-075	117-295
S4	116-128	116-223	117-248

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	117-227	0-255	0.7%	0-121	0.3%	45%	False	False	1,544,097
10	118-162	117-110	1-052	1.0%	0-113	0.3%	62%	False	False	1,216,174
20	118-162	117-110	1-052	1.0%	0-107	0.3%	62%	False	False	1,021,520
40	118-162	117-080	1-082	1.1%	0-115	0.3%	65%	False	False	880,145
60	118-162	116-175	1-307	1.7%	0-114	0.3%	78%	False	False	802,886
80	121-110	116-175	4-255	4.1%	0-123	0.3%	32%	False	False	694,591
100	121-110	116-175	4-255	4.1%	0-112	0.3%	32%	False	False	556,154
120	121-135	116-175	4-280	4.1%	0-093	0.2%	31%	False	False	463,464

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	120-176
2.618	119-214
1.618	119-042
1.000	118-255
0.618	118-189
HIGH	118-082
0.618	118-017
0.500	117-316
0.382	117-296
LOW	117-230
0.618	117-123
1.000	117-058
1.618	116-271
2.618	116-098
4.250	115-137

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	118-014	118-036
PP	118-005	118-032
S1	117-316	118-027

Download as Excel Spreadsheet

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

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