ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 10-Mar-2017

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	117-035	116-302	-0-053	-0.1%	117-122
High	117-055	117-058	0-002	0.0%	117-180
Low	116-307	116-300	-0-007	0.0%	116-300
Close	117-007	117-038	0-030	0.1%	117-038
Range	0-068	0-078	0-010	14.8%	0-200
ATR	0-105	0-103	-0-002	-1.9%	0-000
Volume	14,062	14,212	150	1.1%	91,263

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-258	117-225	117-080
R3	117-180	117-148	117-059
R2	117-103	117-103	117-052
R1	117-070	117-070	117-045	117-086
PP	117-025	117-025	117-025	117-033
S1	116-313	116-313	117-030	117-009
S2	116-267	116-267	117-023
S3	116-190	116-235	117-016
S4	116-112	116-157	116-315

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-026	118-232	117-148
R3	118-146	118-032	117-093
R2	117-266	117-266	117-074
R1	117-152	117-152	117-056	117-109
PP	117-066	117-066	117-066	117-044
S1	116-272	116-272	117-019	116-229
S2	116-186	116-186	117-001
S3	115-306	116-072	116-303
S4	115-106	115-192	116-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-180	116-300	0-200	0.5%	0-075	0.2%	29%	False	True	18,252
10	118-162	116-300	1-182	1.3%	0-095	0.3%	11%	False	True	178,541
20	118-162	116-300	1-182	1.3%	0-095	0.3%	11%	False	True	692,635
40	118-162	116-300	1-182	1.3%	0-108	0.3%	11%	False	True	754,459
60	118-162	116-175	1-307	1.7%	0-109	0.3%	29%	False	False	712,036
80	119-018	116-175	2-162	2.1%	0-114	0.3%	23%	False	False	698,260
100	121-110	116-175	4-255	4.1%	0-113	0.3%	12%	False	False	560,501
120	121-135	116-175	4-280	4.2%	0-099	0.3%	12%	False	False	467,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-067
2.618	117-260
1.618	117-183
1.000	117-135
0.618	117-105
HIGH	117-058
0.618	117-028
0.500	117-019
0.382	117-010
LOW	116-300
0.618	116-252
1.000	116-222
1.618	116-175
2.618	116-097
4.250	115-291

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	117-031	117-042
PP	117-025	117-041
S1	117-019	117-039

Download as Excel Spreadsheet

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

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