Pin 3 to the black terminal should be 1.4 * 17.1V (assuming this is AC voltage between the blue and yellow or about 24VDC. This is really high for a 15V power supply. Make sure you measured 17.1VAC and check pin 3 as VDC.
One other thought: The regulator takes between 3.5 and 10 mA of load current in order to regulate. At very low voltages, say 0.1V, if your device needs 10 mA, you need a 10 Ohm load. At very high voltage, say 15V, for 10 mA,, you need a 1500 Ohm load. Notice that the load resistor varies widely over voltage. You surely wouldn't want to use a 10 Ohm load on 15V as that would be 1.5 Amps.
I used 10 mA for those numbers because that is worst case. Ordinarily I would expect your actual load to be adequate.