ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 06-Mar-2017

Day Change Summary
	Previous	Current
	03-Mar-2017	06-Mar-2017	Change	Change %	Previous Week
Open	117-002	117-005	0-002	0.0%	118-050
High	117-022	117-060	0-038	0.1%	118-050
Low	116-258	116-313	0-055	0.1%	116-258
Close	117-007	117-015	0-008	0.0%	117-007
Range	0-085	0-067	-0-018	-20.6%	1-113
ATR	0-114	0-111	-0-003	-2.9%	0-000
Volume	897,395	616,975	-280,420	-31.2%	5,225,662

Daily Pivots for day following 06-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-225	117-187	117-052
R3	117-157	117-120	117-034
R2	117-090	117-090	117-027
R1	117-053	117-053	117-021	117-071
PP	117-023	117-023	117-023	117-032
S1	116-305	116-305	117-009	117-004
S2	116-275	116-275	117-003
S3	116-208	116-238	116-316
S4	116-140	116-170	116-298

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	121-123	120-178	117-245
R3	120-010	119-065	117-126
R2	118-218	118-218	117-087
R1	117-273	117-273	117-047	117-189
PP	117-105	117-105	117-105	117-063
S1	116-160	116-160	116-288	116-076
S2	115-312	115-312	116-248
S3	114-200	115-047	116-209
S4	113-087	113-255	116-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-287	116-258	1-030	0.9%	0-112	0.3%	22%	False	False	1,004,458
10	118-050	116-258	1-113	1.2%	0-108	0.3%	18%	False	False	1,069,308
20	118-050	116-258	1-113	1.2%	0-103	0.3%	18%	False	False	564,399
40	118-050	116-258	1-113	1.2%	0-105	0.3%	18%	False	False	286,815
60	118-050	116-167	1-203	1.4%	0-076	0.2%	32%	False	False	191,213

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	118-027
2.618	117-237
1.618	117-169
1.000	117-127
0.618	117-102
HIGH	117-060
0.618	117-034
0.500	117-026
0.382	117-018
LOW	116-313
0.618	116-271
1.000	116-245
1.618	116-203
2.618	116-136
4.250	116-026

Fisher Pivots for day following 06-Mar-2017
Pivot	1 day	3 day
R1	117-026	117-010
PP	117-023	117-005
S1	117-019	117-000

Download as Excel Spreadsheet

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

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