ECBOT 10 Year T-Note Future June 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 123-255 123-190 -0-065 -0.2% 125-040
High 123-255 123-215 -0-040 -0.1% 125-040
Low 123-110 123-090 -0-020 -0.1% 123-090
Close 123-160 123-185 0-025 0.1% 123-185
Range 0-145 0-125 -0-020 -13.8% 1-270
ATR 0-181 0-177 -0-004 -2.2% 0-000
Volume 1,361,921 1,356,447 -5,474 -0.4% 7,322,823
Daily Pivots for day following 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 124-218 124-167 123-254
R3 124-093 124-042 123-219
R2 123-288 123-288 123-208
R1 123-237 123-237 123-196 123-200
PP 123-163 123-163 123-163 123-145
S1 123-112 123-112 123-174 123-075
S2 123-038 123-038 123-162
S3 122-233 122-307 123-151
S4 122-108 122-182 123-116
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 129-168 128-127 124-189
R3 127-218 126-177 124-027
R2 125-268 125-268 123-293
R1 124-227 124-227 123-239 124-112
PP 123-318 123-318 123-318 123-261
S1 122-277 122-277 123-131 122-163
S2 122-048 122-048 123-077
S3 120-098 121-007 123-023
S4 118-148 119-057 122-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-040 123-090 1-270 1.5% 0-178 0.5% 16% False True 1,464,564
10 125-045 123-090 1-275 1.5% 0-170 0.4% 16% False True 1,301,301
20 125-045 123-065 1-300 1.6% 0-168 0.4% 19% False False 672,334
40 125-045 123-000 2-045 1.7% 0-180 0.5% 27% False False 338,091
60 125-045 122-000 3-045 2.5% 0-133 0.3% 50% False False 225,395
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-106
2.618 124-222
1.618 124-097
1.000 124-020
0.618 123-292
HIGH 123-215
0.618 123-167
0.500 123-153
0.382 123-138
LOW 123-090
0.618 123-013
1.000 122-285
1.618 122-208
2.618 122-083
4.250 121-199
Fisher Pivots for day following 03-Mar-2017
Pivot 1 day 3 day
R1 123-174 123-250
PP 123-163 123-228
S1 123-153 123-207

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

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