ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 124-250 125-050 0-120 0.3% 124-220
High 125-050 125-215 0-165 0.4% 125-215
Low 124-235 125-025 0-110 0.3% 124-125
Close 125-015 125-195 0-180 0.4% 125-195
Range 0-135 0-190 0-055 40.7% 1-090
ATR 0-177 0-178 0-002 1.0% 0-000
Volume 3,329,428 2,291,354 -1,038,074 -31.2% 9,779,697
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 127-075 127-005 125-300
R3 126-205 126-135 125-247
R2 126-015 126-015 125-230
R1 125-265 125-265 125-212 125-300
PP 125-145 125-145 125-145 125-163
S1 125-075 125-075 125-178 125-110
S2 124-275 124-275 125-160
S3 124-085 124-205 125-143
S4 123-215 124-015 125-090
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 129-022 128-198 126-101
R3 127-252 127-108 125-308
R2 126-162 126-162 125-270
R1 126-018 126-018 125-233 126-090
PP 125-072 125-072 125-072 125-108
S1 124-248 124-248 125-157 125-000
S2 123-302 123-302 125-120
S3 122-212 123-158 125-082
S4 121-122 122-068 124-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-215 124-110 1-105 1.1% 0-162 0.4% 95% True False 2,180,914
10 125-215 123-245 1-290 1.5% 0-156 0.4% 97% True False 1,725,034
20 125-215 123-245 1-290 1.5% 0-165 0.4% 97% True False 1,609,913
40 125-215 123-050 2-165 2.0% 0-187 0.5% 98% True False 1,461,329
60 125-215 122-145 3-070 2.6% 0-190 0.5% 98% True False 1,375,993
80 130-140 122-145 7-315 6.4% 0-205 0.5% 40% False False 1,103,738
100 130-205 122-145 8-060 6.5% 0-188 0.5% 39% False False 883,204
120 131-050 122-145 8-225 6.9% 0-160 0.4% 36% False False 736,006
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 0-025
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-063
2.618 127-072
1.618 126-202
1.000 126-085
0.618 126-012
HIGH 125-215
0.618 125-142
0.500 125-120
0.382 125-098
LOW 125-025
0.618 124-228
1.000 124-155
1.618 124-038
2.618 123-168
4.250 122-177
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 125-170 125-136
PP 125-145 125-077
S1 125-120 125-018

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

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