ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	118-058	117-255	-0-122	-0.3%	117-298
High	118-082	117-255	-0-147	-0.4%	118-162
Low	117-230	117-150	-0-080	-0.2%	117-227
Close	118-022	117-167	-0-175	-0.5%	118-158
Range	0-172	0-105	-0-067	-39.1%	0-255
ATR	0-113	0-119	0-006	5.0%	0-000
Volume	423,780	166,221	-257,559	-60.8%	7,494,279

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-186	118-122	117-225
R3	118-081	118-017	117-196
R2	117-296	117-296	117-187
R1	117-232	117-232	117-177	117-211
PP	117-191	117-191	117-191	117-181
S1	117-127	117-127	117-158	117-106
S2	117-086	117-086	117-148
S3	116-301	117-022	117-139
S4	116-196	116-237	117-110

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	117-150	1-012	0.9%	0-120	0.3%	5%	False	True	1,108,842
10	118-162	117-110	1-052	1.0%	0-110	0.3%	15%	False	False	1,138,004
20	118-162	117-110	1-052	1.0%	0-108	0.3%	15%	False	False	970,610
40	118-162	117-080	1-082	1.1%	0-116	0.3%	22%	False	False	873,068
60	118-162	116-175	1-307	1.7%	0-114	0.3%	50%	False	False	789,821
80	121-110	116-175	4-255	4.1%	0-123	0.3%	20%	False	False	696,551
100	121-110	116-175	4-255	4.1%	0-112	0.3%	20%	False	False	557,815
120	121-135	116-175	4-280	4.1%	0-094	0.3%	20%	False	False	464,850

Crabel Price Patterns
NR	True
NR4	True
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	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-061
2.618	118-210
1.618	118-105
1.000	118-040
0.618	118-000
HIGH	117-255
0.618	117-215
0.500	117-203
0.382	117-190
LOW	117-150
0.618	117-085
1.000	117-045
1.618	116-300
2.618	116-195
4.250	116-024

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	117-203	117-316
PP	117-191	117-267
S1	117-179	117-217

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

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