ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 08-Mar-2017

Day Change Summary
	Previous	Current
	07-Mar-2017	08-Mar-2017	Change	Change %	Previous Week
Open	117-007	116-280	-0-047	-0.1%	118-050
High	117-025	116-302	-0-042	-0.1%	118-050
Low	116-280	116-182	-0-098	-0.3%	116-258
Close	116-295	116-240	-0-055	-0.1%	117-007
Range	0-065	0-120	0-055	84.6%	1-113
ATR	0-108	0-109	0-001	0.8%	0-000
Volume	490,457	893,783	403,326	82.2%	5,225,662

Daily Pivots for day following 08-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-282	117-221	116-306
R3	117-162	117-101	116-273
R2	117-042	117-042	116-262
R1	116-301	116-301	116-251	116-271
PP	116-242	116-242	116-242	116-227
S1	116-181	116-181	116-229	116-151
S2	116-122	116-122	116-218
S3	116-002	116-061	116-207
S4	115-202	115-261	116-174

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	117-062	116-182	0-200	0.5%	0-089	0.2%	29%	False	True	780,274
10	118-050	116-182	1-188	1.4%	0-108	0.3%	11%	False	True	1,023,093
20	118-050	116-182	1-188	1.4%	0-103	0.3%	11%	False	True	629,805
40	118-050	116-182	1-188	1.4%	0-104	0.3%	11%	False	True	321,420
60	118-050	116-167	1-203	1.4%	0-079	0.2%	14%	False	False	214,284

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-172
2.618	117-297
1.618	117-177
1.000	117-102
0.618	117-057
HIGH	116-302
0.618	116-257
0.500	116-242
0.382	116-228
LOW	116-182
0.618	116-108
1.000	116-062
1.618	115-308
2.618	115-188
4.250	114-312

Fisher Pivots for day following 08-Mar-2017
Pivot	1 day	3 day
R1	116-242	116-281
PP	116-242	116-267
S1	116-241	116-254

Download as Excel Spreadsheet

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

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