ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 20-Mar-2017

Day Change Summary
	Previous	Current
	17-Mar-2017	20-Mar-2017	Change	Change %	Previous Week
Open	117-140	117-205	0-065	0.2%	117-045
High	117-200	117-235	0-035	0.1%	117-205
Low	117-120	117-173	0-053	0.1%	116-310
Close	117-178	117-222	0-045	0.1%	117-178
Range	0-080	0-062	-0-018	-21.9%	0-215
ATR	0-100	0-097	-0-003	-2.7%	0-000
Volume	2,815	1,698	-1,117	-39.7%	42,445

Daily Pivots for day following 20-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-077	118-052	117-257
R3	118-015	117-310	117-240
R2	117-273	117-273	117-234
R1	117-247	117-247	117-228	117-260
PP	117-210	117-210	117-210	117-216
S1	117-185	117-185	117-217	117-198
S2	117-148	117-148	117-211
S3	117-085	117-123	117-205
S4	117-023	117-060	117-188

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	117-235	116-310	0-245	0.7%	0-090	0.2%	95%	True	False	6,037
10	117-235	116-300	0-255	0.7%	0-084	0.2%	95%	True	False	10,534
20	118-162	116-300	1-182	1.3%	0-093	0.2%	48%	False	False	466,191
40	118-162	116-300	1-182	1.3%	0-099	0.3%	48%	False	False	628,826
60	118-162	116-282	1-200	1.4%	0-104	0.3%	50%	False	False	631,129
80	118-162	116-175	1-307	1.7%	0-110	0.3%	59%	False	False	686,274
100	121-110	116-175	4-255	4.1%	0-115	0.3%	24%	False	False	560,837
120	121-135	116-175	4-280	4.1%	0-103	0.3%	24%	False	False	467,467

Crabel Price Patterns
NR	True
NR4	True
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	0-018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-181
2.618	118-079
1.618	118-016
1.000	117-298
0.618	117-274
HIGH	117-235
0.618	117-211
0.500	117-204
0.382	117-196
LOW	117-173
0.618	117-134
1.000	117-110
1.618	117-071
2.618	117-009
4.250	116-227

Fisher Pivots for day following 20-Mar-2017
Pivot	1 day	3 day
R1	117-216	117-207
PP	117-210	117-193
S1	117-204	117-178

Download as Excel Spreadsheet

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

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