ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 123-215 124-130 0-235 0.6% 124-045
High 124-145 124-160 0-015 0.0% 124-140
Low 123-170 124-020 0-170 0.4% 123-100
Close 124-125 124-075 -0-050 -0.1% 123-210
Range 0-295 0-140 -0-155 -52.5% 1-040
ATR 0-173 0-170 -0-002 -1.4% 0-000
Volume 5,977 4,207 -1,770 -29.6% 79,166
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-185 125-110 124-152
R3 125-045 124-290 124-114
R2 124-225 124-225 124-101
R1 124-150 124-150 124-088 124-118
PP 124-085 124-085 124-085 124-069
S1 124-010 124-010 124-062 123-298
S2 123-265 123-265 124-049
S3 123-125 123-190 124-037
S4 122-305 123-050 123-318
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
5 124-160 123-100 1-060 1.0% 0-175 0.4% 78% True False 7,183
10 124-160 123-100 1-060 1.0% 0-150 0.4% 78% True False 15,409
20 125-215 123-100 2-115 1.9% 0-161 0.4% 39% False False 713,984
40 125-215 123-100 2-115 1.9% 0-169 0.4% 39% False False 1,078,246
60 125-215 122-260 2-275 2.3% 0-174 0.4% 50% False False 1,065,457
80 125-215 122-145 3-070 2.6% 0-186 0.5% 55% False False 1,124,417
100 130-140 122-145 7-315 6.4% 0-194 0.5% 22% False False 903,192
120 131-050 122-145 8-225 7.0% 0-178 0.4% 20% False False 752,735
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-115
2.618 125-207
1.618 125-067
1.000 124-300
0.618 124-247
HIGH 124-160
0.618 124-107
0.500 124-090
0.382 124-073
LOW 124-020
0.618 123-253
1.000 123-200
1.618 123-113
2.618 122-293
4.250 122-065
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 124-090 124-040
PP 124-085 124-005
S1 124-080 123-290

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

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