ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 13-Mar-2017

Day Change Summary
	Previous	Current
	10-Mar-2017	13-Mar-2017	Change	Change %	Previous Week
Open	116-302	117-045	0-062	0.2%	117-122
High	117-058	117-073	0-015	0.0%	117-180
Low	116-300	116-315	0-015	0.0%	116-300
Close	117-038	117-010	-0-027	-0.1%	117-038
Range	0-078	0-078	0-000	0.0%	0-200
ATR	0-103	0-101	-0-002	-1.8%	0-000
Volume	14,212	13,956	-256	-1.8%	91,263

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-258	117-212	117-053
R3	117-181	117-134	117-031
R2	117-103	117-103	117-024
R1	117-057	117-057	117-017	117-041
PP	117-026	117-026	117-026	117-018
S1	116-299	116-299	117-003	116-284
S2	116-268	116-268	116-316
S3	116-191	116-222	116-309
S4	116-113	116-144	116-287

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	117-147	116-300	0-167	0.4%	0-078	0.2%	18%	False	False	15,030
10	118-082	116-300	1-102	1.1%	0-091	0.2%	7%	False	False	87,392
20	118-162	116-300	1-182	1.3%	0-096	0.3%	6%	False	False	657,348
40	118-162	116-300	1-182	1.3%	0-107	0.3%	6%	False	False	735,024
60	118-162	116-175	1-307	1.7%	0-109	0.3%	25%	False	False	699,119
80	118-280	116-175	2-105	2.0%	0-113	0.3%	21%	False	False	697,885
100	121-110	116-175	4-255	4.1%	0-113	0.3%	10%	False	False	560,634
120	121-135	116-175	4-280	4.2%	0-100	0.3%	10%	False	False	467,216

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-013

Fibonacci Retracements and Extensions
4.250	118-082
2.618	117-275
1.618	117-198
1.000	117-150
0.618	117-120
HIGH	117-073
0.618	117-043
0.500	117-034
0.382	117-025
LOW	116-315
0.618	116-267
1.000	116-238
1.618	116-190
2.618	116-112
4.250	115-306

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	117-034	117-026
PP	117-026	117-021
S1	117-018	117-015

Download as Excel Spreadsheet

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

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