ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 125-050 125-205 0-155 0.4% 124-220
High 125-215 125-205 -0-010 0.0% 125-215
Low 125-025 125-035 0-010 0.0% 124-125
Close 125-195 125-045 -0-150 -0.4% 125-195
Range 0-190 0-170 -0-020 -10.5% 1-090
ATR 0-178 0-178 -0-001 -0.3% 0-000
Volume 2,291,354 1,246,309 -1,045,045 -45.6% 9,779,697
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 126-285 126-175 125-138
R3 126-115 126-005 125-092
R2 125-265 125-265 125-076
R1 125-155 125-155 125-061 125-125
PP 125-095 125-095 125-095 125-080
S1 124-305 124-305 125-029 124-275
S2 124-245 124-245 125-014
S3 124-075 124-135 124-318
S4 123-225 123-285 124-272
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 129-022 128-198 126-101
R3 127-252 127-108 125-308
R2 126-162 126-162 125-270
R1 126-018 126-018 125-233 126-090
PP 125-072 125-072 125-072 125-108
S1 124-248 124-248 125-157 125-000
S2 123-302 123-302 125-120
S3 122-212 123-158 125-082
S4 121-122 122-068 124-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-215 124-125 1-090 1.0% 0-160 0.4% 59% False False 2,205,201
10 125-215 123-245 1-290 1.5% 0-164 0.4% 72% False False 1,733,039
20 125-215 123-245 1-290 1.5% 0-167 0.4% 72% False False 1,618,383
40 125-215 123-180 2-035 1.7% 0-187 0.5% 75% False False 1,476,866
60 125-215 122-145 3-070 2.6% 0-190 0.5% 83% False False 1,377,941
80 130-140 122-145 7-315 6.4% 0-206 0.5% 34% False False 1,119,279
100 130-150 122-145 8-005 6.4% 0-189 0.5% 34% False False 895,667
120 131-050 122-145 8-225 7.0% 0-161 0.4% 31% False False 746,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-287
2.618 127-010
1.618 126-160
1.000 126-055
0.618 125-310
HIGH 125-205
0.618 125-140
0.500 125-120
0.382 125-100
LOW 125-035
0.618 124-250
1.000 124-185
1.618 124-080
2.618 123-230
4.250 122-273
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 125-120 125-065
PP 125-095 125-058
S1 125-070 125-052

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

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