ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 124-130 124-220 0-090 0.2% 123-215
High 124-230 125-015 0-105 0.3% 124-175
Low 124-120 124-150 0-030 0.1% 123-100
Close 124-215 124-290 0-075 0.2% 124-125
Range 0-110 0-185 0-075 68.2% 1-075
ATR 0-165 0-167 0-001 0.9% 0-000
Volume 9,286 5,904 -3,382 -36.4% 31,865
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 126-173 126-097 125-072
R3 125-308 125-232 125-021
R2 125-123 125-123 125-004
R1 125-047 125-047 124-307 125-085
PP 124-258 124-258 124-258 124-278
S1 124-182 124-182 124-273 124-220
S2 124-073 124-073 124-256
S3 123-208 123-317 124-239
S4 123-023 123-132 124-188
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 127-252 127-103 125-022
R3 126-177 126-028 124-234
R2 125-102 125-102 124-197
R1 124-273 124-273 124-161 125-028
PP 124-027 124-027 124-027 124-064
S1 123-198 123-198 124-089 123-272
S2 122-272 122-272 124-053
S3 121-197 122-123 124-016
S4 120-122 121-048 123-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-015 123-170 1-165 1.2% 0-177 0.4% 91% True False 5,974
10 125-015 123-100 1-235 1.4% 0-165 0.4% 92% True False 9,319
20 125-215 123-100 2-115 1.9% 0-159 0.4% 68% False False 513,640
40 125-215 123-100 2-115 1.9% 0-164 0.4% 68% False False 954,851
60 125-215 123-015 2-200 2.1% 0-174 0.4% 71% False False 1,026,943
80 125-215 122-145 3-070 2.6% 0-184 0.5% 76% False False 1,108,564
100 130-140 122-145 7-315 6.4% 0-195 0.5% 31% False False 903,320
120 131-050 122-145 8-225 7.0% 0-182 0.5% 28% False False 752,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-161
2.618 126-179
1.618 125-314
1.000 125-200
0.618 125-129
HIGH 125-015
0.618 124-264
0.500 124-243
0.382 124-221
LOW 124-150
0.618 124-036
1.000 123-285
1.618 123-171
2.618 122-306
4.250 122-004
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 124-274 124-253
PP 124-258 124-215
S1 124-243 124-178

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

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