ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 123-125 123-215 0-090 0.2% 124-045
High 123-215 124-145 0-250 0.6% 124-140
Low 123-100 123-170 0-070 0.2% 123-100
Close 123-180 124-125 0-265 0.7% 123-210
Range 0-115 0-295 0-180 156.5% 1-040
ATR 0-163 0-173 0-009 5.8% 0-000
Volume 6,779 5,977 -802 -11.8% 79,166
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-285 126-180 124-287
R3 125-310 125-205 124-206
R2 125-015 125-015 124-179
R1 124-230 124-230 124-152 124-282
PP 124-040 124-040 124-040 124-066
S1 123-255 123-255 124-098 123-308
S2 123-065 123-065 124-071
S3 122-090 122-280 124-044
S4 121-115 121-305 123-283
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 127-057 126-173 124-088
R3 126-017 125-133 123-309
R2 124-297 124-297 123-276
R1 124-093 124-093 123-243 124-015
PP 123-257 123-257 123-257 123-218
S1 123-053 123-053 123-177 122-295
S2 122-217 122-217 123-144
S3 121-177 122-013 123-111
S4 120-137 120-293 123-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-145 123-100 1-045 0.9% 0-173 0.4% 95% True False 7,885
10 124-145 123-100 1-045 0.9% 0-150 0.4% 95% True False 21,246
20 125-215 123-100 2-115 1.9% 0-162 0.4% 46% False False 786,212
40 125-215 123-100 2-115 1.9% 0-173 0.4% 46% False False 1,110,413
60 125-215 122-205 3-010 2.4% 0-175 0.4% 58% False False 1,087,462
80 126-035 122-145 3-210 2.9% 0-188 0.5% 53% False False 1,125,484
100 130-140 122-145 7-315 6.4% 0-193 0.5% 24% False False 903,171
120 131-050 122-145 8-225 7.0% 0-177 0.4% 22% False False 752,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 128-119
2.618 126-277
1.618 125-302
1.000 125-120
0.618 125-007
HIGH 124-145
0.618 124-032
0.500 123-318
0.382 123-283
LOW 123-170
0.618 122-308
1.000 122-195
1.618 122-013
2.618 121-038
4.250 119-196
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 124-082 124-071
PP 124-040 124-017
S1 123-318 123-282

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

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