ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	116-280	116-220	-0-060	-0.2%	118-050
High	116-302	116-242	-0-060	-0.2%	118-050
Low	116-182	116-162	-0-020	-0.1%	116-258
Close	116-240	116-187	-0-053	-0.1%	117-007
Range	0-120	0-080	-0-040	-33.3%	1-113
ATR	0-109	0-107	-0-002	-1.9%	0-000
Volume	893,783	689,620	-204,163	-22.8%	5,225,662

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-117	117-072	116-231
R3	117-037	116-312	116-209
R2	116-277	116-277	116-202
R1	116-232	116-232	116-195	116-215
PP	116-197	116-197	116-197	116-189
S1	116-152	116-152	116-180	116-135
S2	116-117	116-117	116-173
S3	116-037	116-072	116-165
S4	115-277	115-312	116-143

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	117-060	116-162	0-218	0.6%	0-083	0.2%	11%	False	True	717,646
10	118-050	116-162	1-208	1.4%	0-106	0.3%	5%	False	True	909,639
20	118-050	116-162	1-208	1.4%	0-102	0.3%	5%	False	True	663,316
40	118-050	116-162	1-208	1.4%	0-105	0.3%	5%	False	True	338,659
60	118-050	116-162	1-208	1.4%	0-081	0.2%	5%	False	True	225,777

Crabel Price Patterns
NR	True
NR4	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-262
2.618	117-132
1.618	117-052
1.000	117-002
0.618	116-292
HIGH	116-242
0.618	116-212
0.500	116-202
0.382	116-193
LOW	116-162
0.618	116-113
1.000	116-082
1.618	116-033
2.618	115-273
4.250	115-142

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	116-202	116-254
PP	116-197	116-232
S1	116-192	116-210

Download as Excel Spreadsheet

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

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