ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 02-Mar-2017

Day Change Summary
	Previous	Current
	01-Mar-2017	02-Mar-2017	Change	Change %	Previous Week
Open	117-255	117-165	-0-090	-0.2%	117-298
High	117-255	117-185	-0-070	-0.2%	118-162
Low	117-150	117-080	-0-070	-0.2%	117-227
Close	117-167	117-107	-0-060	-0.2%	118-158
Range	0-105	0-105	0-000	0.0%	0-255
ATR	0-119	0-118	-0-001	-0.8%	0-000
Volume	166,221	121,127	-45,094	-27.1%	7,494,279

Daily Pivots for day following 02-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-119	118-058	117-165
R3	118-014	117-273	117-136
R2	117-229	117-229	117-127
R1	117-168	117-168	117-117	117-146
PP	117-124	117-124	117-124	117-113
S1	117-063	117-063	117-098	117-041
S2	117-019	117-019	117-088
S3	116-234	116-278	117-079
S4	116-129	116-173	117-050

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	117-080	1-082	1.1%	0-122	0.3%	7%	False	True	640,381
10	118-162	117-080	1-082	1.1%	0-111	0.3%	7%	False	True	1,061,364
20	118-162	117-080	1-082	1.1%	0-107	0.3%	7%	False	True	929,622
40	118-162	117-080	1-082	1.1%	0-115	0.3%	7%	False	True	855,148
60	118-162	116-175	1-307	1.7%	0-113	0.3%	40%	False	False	777,272
80	121-110	116-175	4-255	4.1%	0-124	0.3%	16%	False	False	697,707
100	121-110	116-175	4-255	4.1%	0-112	0.3%	16%	False	False	559,025
120	121-135	116-175	4-280	4.2%	0-095	0.3%	16%	False	False	465,859

Crabel Price Patterns
NR	False
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	0-015

Fibonacci Retracements and Extensions
4.250	118-311
2.618	118-140
1.618	118-035
1.000	117-290
0.618	117-250
HIGH	117-185
0.618	117-145
0.500	117-132
0.382	117-120
LOW	117-080
0.618	117-015
1.000	116-295
1.618	116-230
2.618	116-125
4.250	115-274

Fisher Pivots for day following 02-Mar-2017
Pivot	1 day	3 day
R1	117-132	117-241
PP	117-124	117-197
S1	117-116	117-152

Download as Excel Spreadsheet

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

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