ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 21-Mar-2017

Day Change Summary
	Previous	Current
	20-Mar-2017	21-Mar-2017	Change	Change %	Previous Week
Open	117-205	117-202	-0-002	0.0%	117-045
High	117-235	117-300	0-065	0.2%	117-205
Low	117-173	117-182	0-010	0.0%	116-310
Close	117-222	117-270	0-048	0.1%	117-178
Range	0-062	0-118	0-055	88.0%	0-215
ATR	0-097	0-099	0-001	1.5%	0-000
Volume	1,698	3,188	1,490	87.8%	42,445

Daily Pivots for day following 21-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-283	118-234	118-015
R3	118-166	118-117	117-302
R2	118-048	118-048	117-292
R1	117-319	117-319	117-281	118-024
PP	117-251	117-251	117-251	117-263
S1	117-202	117-202	117-259	117-226
S2	117-133	117-133	117-248
S3	117-016	117-084	117-238
S4	116-218	116-287	117-205

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	117-300	117-010	0-290	0.8%	0-104	0.3%	90%	True	False	5,765
10	117-300	116-300	1-000	0.8%	0-090	0.2%	91%	True	False	9,507
20	118-162	116-300	1-182	1.3%	0-096	0.3%	58%	False	False	410,200
40	118-162	116-300	1-182	1.3%	0-098	0.3%	58%	False	False	606,027
60	118-162	116-282	1-200	1.4%	0-105	0.3%	59%	False	False	625,292
80	118-162	116-175	1-307	1.7%	0-110	0.3%	66%	False	False	677,509
100	121-110	116-175	4-255	4.1%	0-116	0.3%	27%	False	False	560,825
120	121-135	116-175	4-280	4.1%	0-104	0.3%	27%	False	False	467,494

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-159
2.618	118-288
1.618	118-170
1.000	118-098
0.618	118-053
HIGH	117-300
0.618	117-255
0.500	117-241
0.382	117-227
LOW	117-182
0.618	117-110
1.000	117-065
1.618	116-312
2.618	116-195
4.250	116-003

Fisher Pivots for day following 21-Mar-2017
Pivot	1 day	3 day
R1	117-260	117-250
PP	117-251	117-230
S1	117-241	117-210

Download as Excel Spreadsheet

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

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