The nearest expiration date for ISO New England Connecticut Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Futures (Mar 2017) is Apr 4, 2017.
The best time to sell a futures contract is when you've already made money on the investment, but still have plenty of time left before the expiration date. Thus, a good option would be to sell ISO New England Connecticut Zone 5 MW Off-Peak Calendar-Month Day-Ahead LMP Futures (Mar 2017) before Apr 4, 2017.