ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 125-050 124-255 -0-115 -0.3% 124-220
High 125-115 124-255 -0-180 -0.4% 125-215
Low 124-215 124-055 -0-160 -0.4% 124-125
Close 125-035 124-090 -0-265 -0.7% 125-195
Range 0-220 0-200 -0-020 -9.1% 1-090
ATR 0-181 0-189 0-009 4.7% 0-000
Volume 402,589 141,988 -260,601 -64.7% 9,779,697
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-093 125-292 124-200
R3 125-213 125-092 124-145
R2 125-013 125-013 124-127
R1 124-212 124-212 124-108 124-173
PP 124-133 124-133 124-133 124-114
S1 124-012 124-012 124-072 123-293
S2 123-253 123-253 124-053
S3 123-053 123-132 124-035
S4 122-173 122-252 123-300
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
5 125-215 124-055 1-160 1.2% 0-183 0.5% 7% False True 1,482,333
10 125-215 123-245 1-290 1.5% 0-175 0.4% 27% False False 1,551,177
20 125-215 123-245 1-290 1.5% 0-174 0.4% 27% False False 1,478,805
40 125-215 123-180 2-035 1.7% 0-190 0.5% 34% False False 1,451,665
60 125-215 122-145 3-070 2.6% 0-188 0.5% 57% False False 1,317,693
80 130-140 122-145 7-315 6.4% 0-207 0.5% 23% False False 1,125,967
100 130-140 122-145 7-315 6.4% 0-190 0.5% 23% False False 901,104
120 131-050 122-145 8-225 7.0% 0-165 0.4% 21% False False 750,930
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-145
2.618 126-139
1.618 125-259
1.000 125-135
0.618 125-059
HIGH 124-255
0.618 124-179
0.500 124-155
0.382 124-131
LOW 124-055
0.618 123-251
1.000 123-175
1.618 123-051
2.618 122-171
4.250 121-165
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 124-155 124-290
PP 124-133 124-223
S1 124-112 124-157

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

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