ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	117-045	117-005	-0-040	-0.1%	117-122
High	117-073	117-040	-0-033	-0.1%	117-180
Low	116-315	116-310	-0-005	0.0%	116-300
Close	117-010	117-020	0-010	0.0%	117-038
Range	0-078	0-050	-0-028	-35.5%	0-200
ATR	0-101	0-097	-0-004	-3.6%	0-000
Volume	13,956	4,549	-9,407	-67.4%	91,263

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-167	117-143	117-047
R3	117-117	117-093	117-034
R2	117-067	117-067	117-029
R1	117-043	117-043	117-025	117-055
PP	117-017	117-017	117-017	117-023
S1	116-313	116-313	117-015	117-005
S2	116-287	116-287	117-011
S3	116-237	116-263	117-006
S4	116-187	116-213	116-313

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	117-105	116-300	0-125	0.3%	0-076	0.2%	32%	False	False	13,249
10	117-255	116-300	0-275	0.7%	0-079	0.2%	15%	False	False	45,469
20	118-162	116-300	1-182	1.3%	0-096	0.3%	8%	False	False	630,822
40	118-162	116-300	1-182	1.3%	0-103	0.3%	8%	False	False	714,911
60	118-162	116-175	1-307	1.7%	0-105	0.3%	26%	False	False	681,753
80	118-242	116-175	2-067	1.9%	0-112	0.3%	23%	False	False	697,004
100	121-110	116-175	4-255	4.1%	0-113	0.3%	11%	False	False	560,669
120	121-135	116-175	4-280	4.2%	0-100	0.3%	11%	False	False	467,254

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	117-252
2.618	117-171
1.618	117-121
1.000	117-090
0.618	117-071
HIGH	117-040
0.618	117-021
0.500	117-015
0.382	117-009
LOW	116-310
0.618	116-279
1.000	116-260
1.618	116-229
2.618	116-179
4.250	116-098

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	117-018	117-026
PP	117-017	117-024
S1	117-015	117-022

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

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