ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	117-042	117-190	0-148	0.4%	117-122
High	117-198	117-205	0-007	0.0%	117-180
Low	117-010	117-133	0-122	0.3%	116-300
Close	117-180	117-158	-0-022	-0.1%	117-038
Range	0-187	0-072	-0-115	-61.3%	0-200
ATR	0-104	0-102	-0-002	-2.2%	0-000
Volume	18,790	2,335	-16,455	-87.6%	91,263

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-062	118-022	117-197
R3	117-310	117-270	117-177
R2	117-237	117-237	117-171
R1	117-197	117-197	117-164	117-181
PP	117-165	117-165	117-165	117-157
S1	117-125	117-125	117-151	117-109
S2	117-093	117-093	117-144
S3	117-020	117-053	117-138
S4	116-268	116-300	117-118

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	117-205	116-300	0-225	0.6%	0-093	0.2%	79%	True	False	10,768
10	117-205	116-300	0-225	0.6%	0-084	0.2%	79%	True	False	18,847
20	118-162	116-300	1-182	1.3%	0-097	0.3%	35%	False	False	540,105
40	118-162	116-300	1-182	1.3%	0-101	0.3%	35%	False	False	675,492
60	118-162	116-247	1-235	1.5%	0-105	0.3%	41%	False	False	647,153
80	118-162	116-175	1-307	1.7%	0-111	0.3%	48%	False	False	694,595
100	121-110	116-175	4-255	4.1%	0-115	0.3%	20%	False	False	560,827
120	121-135	116-175	4-280	4.1%	0-102	0.3%	19%	False	False	467,430

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-193
2.618	118-075
1.618	118-002
1.000	117-277
0.618	117-250
HIGH	117-205
0.618	117-177
0.500	117-169
0.382	117-160
LOW	117-133
0.618	117-088
1.000	117-060
1.618	117-015
2.618	116-263
4.250	116-144

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	117-169	117-138
PP	117-165	117-118
S1	117-161	117-098

Download as Excel Spreadsheet

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

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