ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	116-227	116-167	-0-060	-0.2%	117-005
High	116-262	116-220	-0-042	-0.1%	117-060
Low	116-167	116-162	-0-005	0.0%	116-155
Close	116-187	116-198	0-010	0.0%	116-220
Range	0-095	0-058	-0-038	-39.5%	0-225
ATR	0-105	0-102	-0-003	-3.2%	0-000
Volume	506,063	520,886	14,823	2.9%	3,596,557

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-046	117-019	116-229
R3	116-308	116-282	116-213
R2	116-251	116-251	116-208
R1	116-224	116-224	116-203	116-238
PP	116-193	116-193	116-193	116-200
S1	116-167	116-167	116-192	116-180
S2	116-136	116-136	116-187
S3	116-078	116-109	116-182
S4	116-021	116-052	116-166

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-287	118-158	117-024
R3	118-062	117-253	116-282
R2	117-157	117-157	116-261
R1	117-028	117-028	116-241	116-300
PP	116-252	116-252	116-252	116-228
S1	116-123	116-123	116-199	116-075
S2	116-027	116-027	116-179
S3	115-122	115-218	116-158
S4	114-217	114-313	116-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-302	116-155	0-147	0.4%	0-090	0.2%	29%	False	False	703,214
10	117-142	116-155	0-307	0.8%	0-089	0.2%	14%	False	False	767,656
20	118-050	116-155	1-215	1.4%	0-103	0.3%	8%	False	False	754,156
40	118-050	116-155	1-215	1.4%	0-102	0.3%	8%	False	False	386,942
60	118-050	116-155	1-215	1.4%	0-084	0.2%	8%	False	False	257,988

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	117-144
2.618	117-051
1.618	116-313
1.000	116-278
0.618	116-256
HIGH	116-220
0.618	116-198
0.500	116-191
0.382	116-184
LOW	116-162
0.618	116-127
1.000	116-105
1.618	116-069
2.618	116-012
4.250	115-238

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	116-195	116-209
PP	116-193	116-205
S1	116-191	116-201

Download as Excel Spreadsheet

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

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