ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 124-255 124-095 -0-160 -0.4% 124-220
High 124-255 124-115 -0-140 -0.4% 125-215
Low 124-055 123-300 -0-075 -0.2% 124-125
Close 124-090 124-025 -0-065 -0.2% 125-195
Range 0-200 0-135 -0-065 -32.5% 1-090
ATR 0-189 0-185 -0-004 -2.0% 0-000
Volume 141,988 62,582 -79,406 -55.9% 9,779,697
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-125 125-050 124-099
R3 124-310 124-235 124-062
R2 124-175 124-175 124-050
R1 124-100 124-100 124-037 124-070
PP 124-040 124-040 124-040 124-025
S1 123-285 123-285 124-013 123-255
S2 123-225 123-225 124-000
S3 123-090 123-150 123-308
S4 122-275 123-015 123-271
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
5 125-215 123-300 1-235 1.4% 0-183 0.5% 8% False True 828,964
10 125-215 123-300 1-235 1.4% 0-172 0.4% 8% False True 1,412,559
20 125-215 123-245 1-290 1.5% 0-172 0.4% 16% False False 1,407,112
40 125-215 123-180 2-035 1.7% 0-188 0.5% 24% False False 1,417,174
60 125-215 122-145 3-070 2.6% 0-186 0.5% 50% False False 1,294,515
80 130-140 122-145 7-315 6.4% 0-207 0.5% 20% False False 1,126,610
100 130-140 122-145 7-315 6.4% 0-190 0.5% 20% False False 901,729
120 131-050 122-145 8-225 7.0% 0-166 0.4% 19% False False 751,451
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-049
2.618 125-148
1.618 125-013
1.000 124-250
0.618 124-198
HIGH 124-115
0.618 124-063
0.500 124-048
0.382 124-032
LOW 123-300
0.618 123-217
1.000 123-165
1.618 123-082
2.618 122-267
4.250 122-046
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 124-048 124-208
PP 124-040 124-147
S1 124-032 124-086

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

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