ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	117-130	117-122	-0-008	0.0%	118-160
High	117-145	117-180	0-035	0.1%	118-162
Low	117-067	117-118	0-050	0.1%	117-067
Close	117-135	117-140	0-005	0.0%	117-135
Range	0-078	0-062	-0-015	-19.4%	1-095
ATR	0-115	0-111	-0-004	-3.3%	0-000
Volume	57,580	30,066	-27,514	-47.8%	1,694,150

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-013	117-299	117-174
R3	117-271	117-237	117-157
R2	117-208	117-208	117-151
R1	117-174	117-174	117-146	117-191
PP	117-146	117-146	117-146	117-154
S1	117-112	117-112	117-134	117-129
S2	117-083	117-083	117-129
S3	117-021	117-049	117-123
S4	116-278	116-307	117-106

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	121-193	120-259	118-043
R3	120-098	119-164	117-249
R2	119-003	119-003	117-211
R1	118-069	118-069	117-173	117-309
PP	117-228	117-228	117-228	117-188
S1	116-294	116-294	117-097	116-214
S2	116-133	116-133	117-059
S3	115-038	115-199	117-021
S4	113-263	114-104	116-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-082	117-067	1-015	0.9%	0-104	0.3%	22%	False	False	159,754
10	118-162	117-067	1-095	1.1%	0-103	0.3%	17%	False	False	921,849
20	118-162	117-067	1-095	1.1%	0-101	0.3%	17%	False	False	846,430
40	118-162	117-067	1-095	1.1%	0-112	0.3%	17%	False	False	816,817
60	118-162	116-175	1-307	1.7%	0-111	0.3%	45%	False	False	757,760
80	121-110	116-175	4-255	4.1%	0-124	0.3%	19%	False	False	698,501
100	121-110	116-175	4-255	4.1%	0-112	0.3%	19%	False	False	559,900
120	121-135	116-175	4-280	4.2%	0-096	0.3%	18%	False	False	466,589

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	118-126
2.618	118-024
1.618	117-281
1.000	117-242
0.618	117-219
HIGH	117-180
0.618	117-156
0.500	117-149
0.382	117-141
LOW	117-118
0.618	117-079
1.000	117-055
1.618	117-016
2.618	116-274
4.250	116-172

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	117-149	117-135
PP	117-146	117-131
S1	117-143	117-126

Download as Excel Spreadsheet

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

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