ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 17-Mar-2017

Day Change Summary
	Previous	Current
	16-Mar-2017	17-Mar-2017	Change	Change %	Previous Week
Open	117-190	117-140	-0-050	-0.1%	117-045
High	117-205	117-200	-0-005	0.0%	117-205
Low	117-133	117-120	-0-013	0.0%	116-310
Close	117-158	117-178	0-020	0.1%	117-178
Range	0-072	0-080	0-008	10.4%	0-215
ATR	0-102	0-100	-0-002	-1.5%	0-000
Volume	2,335	2,815	480	20.6%	42,445

Daily Pivots for day following 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-086	118-052	117-222
R3	118-006	117-292	117-200
R2	117-246	117-246	117-192
R1	117-212	117-212	117-185	117-229
PP	117-166	117-166	117-166	117-174
S1	117-132	117-132	117-170	117-149
S2	117-086	117-086	117-163
S3	117-006	117-052	117-156
S4	116-246	116-292	117-134

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-129	119-048	117-296
R3	118-234	118-153	117-237
R2	118-019	118-019	117-217
R1	117-258	117-258	117-197	117-299
PP	117-124	117-124	117-124	117-144
S1	117-043	117-043	117-158	117-084
S2	116-229	116-229	117-138
S3	116-014	116-148	117-118
S4	115-119	115-253	117-059

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-205	116-310	0-215	0.6%	0-093	0.2%	87%	False	False	8,489
10	117-205	116-300	0-225	0.6%	0-084	0.2%	88%	False	False	13,370
20	118-162	116-300	1-182	1.3%	0-096	0.3%	39%	False	False	498,040
40	118-162	116-300	1-182	1.3%	0-101	0.3%	39%	False	False	651,211
60	118-162	116-258	1-225	1.4%	0-105	0.3%	44%	False	False	638,187
80	118-162	116-175	1-307	1.7%	0-110	0.3%	51%	False	False	691,356
100	121-110	116-175	4-255	4.1%	0-115	0.3%	21%	False	False	560,835
120	121-135	116-175	4-280	4.1%	0-103	0.3%	21%	False	False	467,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-220
2.618	118-089
1.618	118-009
1.000	117-280
0.618	117-249
HIGH	117-200
0.618	117-169
0.500	117-160
0.382	117-151
LOW	117-120
0.618	117-071
1.000	117-040
1.618	116-311
2.618	116-231
4.250	116-100

Fisher Pivots for day following 17-Mar-2017
Pivot	1 day	3 day
R1	117-172	117-154
PP	117-166	117-131
S1	117-160	117-108

Download as Excel Spreadsheet

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

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