ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Mar-2017
Day Change Summary
Previous Current
02-Mar-2017 03-Mar-2017 Change Change % Previous Week
Open 124-095 124-040 -0-055 -0.1% 125-205
High 124-115 124-080 -0-035 -0.1% 125-205
Low 123-300 123-280 -0-020 -0.1% 123-280
Close 124-025 124-055 0-030 0.1% 124-055
Range 0-135 0-120 -0-015 -11.1% 1-245
ATR 0-185 0-181 -0-005 -2.5% 0-000
Volume 62,582 47,557 -15,025 -24.0% 1,901,025
Daily Pivots for day following 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-072 125-023 124-121
R3 124-272 124-223 124-088
R2 124-152 124-152 124-077
R1 124-103 124-103 124-066 124-128
PP 124-032 124-032 124-032 124-044
S1 123-303 123-303 124-044 124-008
S2 123-232 123-232 124-033
S3 123-112 123-183 124-022
S4 122-312 123-063 123-309
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 129-275 128-250 125-046
R3 128-030 127-005 124-210
R2 126-105 126-105 124-159
R1 125-080 125-080 124-107 124-290
PP 124-180 124-180 124-180 124-125
S1 123-155 123-155 124-003 123-045
S2 122-255 122-255 123-271
S3 121-010 121-230 123-220
S4 119-085 119-305 123-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-205 123-280 1-245 1.4% 0-169 0.4% 17% False True 380,205
10 125-215 123-280 1-255 1.4% 0-166 0.4% 17% False True 1,280,559
20 125-215 123-245 1-290 1.5% 0-170 0.4% 21% False False 1,340,792
40 125-215 123-180 2-035 1.7% 0-188 0.5% 29% False False 1,389,526
60 125-215 122-145 3-070 2.6% 0-183 0.5% 53% False False 1,270,242
80 130-140 122-145 7-315 6.4% 0-206 0.5% 22% False False 1,127,127
100 130-140 122-145 7-315 6.4% 0-190 0.5% 22% False False 902,204
120 131-050 122-145 8-225 7.0% 0-167 0.4% 20% False False 751,847
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-270
2.618 125-074
1.618 124-274
1.000 124-200
0.618 124-154
HIGH 124-080
0.618 124-034
0.500 124-020
0.382 124-006
LOW 123-280
0.618 123-206
1.000 123-160
1.618 123-086
2.618 122-286
4.250 122-090
Fisher Pivots for day following 03-Mar-2017
Pivot 1 day 3 day
R1 124-043 124-108
PP 124-032 124-090
S1 124-020 124-073

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

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