ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 124-040 124-045 0-005 0.0% 125-205
High 124-080 124-140 0-060 0.2% 125-205
Low 123-280 124-035 0-075 0.2% 123-280
Close 124-055 124-060 0-005 0.0% 124-055
Range 0-120 0-105 -0-015 -12.5% 1-245
ATR 0-181 0-175 -0-005 -3.0% 0-000
Volume 47,557 13,581 -33,976 -71.4% 1,901,025
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-073 125-012 124-118
R3 124-288 124-227 124-089
R2 124-183 124-183 124-079
R1 124-122 124-122 124-070 124-152
PP 124-078 124-078 124-078 124-094
S1 124-017 124-017 124-050 124-048
S2 123-293 123-293 124-041
S3 123-188 123-232 124-031
S4 123-083 123-127 124-002
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 129-275 128-250 125-046
R3 128-030 127-005 124-210
R2 126-105 126-105 124-159
R1 125-080 125-080 124-107 124-290
PP 124-180 124-180 124-180 124-125
S1 123-155 123-155 124-003 123-045
S2 122-255 122-255 123-271
S3 121-010 121-230 123-220
S4 119-085 119-305 123-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-115 123-280 1-155 1.2% 0-156 0.4% 21% False False 133,659
10 125-215 123-280 1-255 1.4% 0-158 0.4% 17% False False 1,169,430
20 125-215 123-245 1-290 1.5% 0-164 0.4% 22% False False 1,250,555
40 125-215 123-180 2-035 1.7% 0-183 0.5% 30% False False 1,342,794
60 125-215 122-145 3-070 2.6% 0-183 0.5% 54% False False 1,256,390
80 130-140 122-145 7-315 6.4% 0-207 0.5% 22% False False 1,127,246
100 130-140 122-145 7-315 6.4% 0-190 0.5% 22% False False 902,339
120 131-050 122-145 8-225 7.0% 0-168 0.4% 20% False False 751,961
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 125-266
2.618 125-095
1.618 124-310
1.000 124-245
0.618 124-205
HIGH 124-140
0.618 124-100
0.500 124-088
0.382 124-075
LOW 124-035
0.618 123-290
1.000 123-250
1.618 123-185
2.618 123-080
4.250 122-229
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 124-088 124-057
PP 124-078 124-053
S1 124-069 124-050

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

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