ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 124-010 123-210 -0-120 -0.3% 125-205
High 124-035 123-240 -0-115 -0.3% 125-205
Low 123-160 123-110 -0-050 -0.1% 123-280
Close 123-245 123-150 -0-095 -0.2% 124-055
Range 0-195 0-130 -0-065 -33.3% 1-245
ATR 0-170 0-168 -0-003 -1.5% 0-000
Volume 29,878 7,716 -22,162 -74.2% 1,901,025
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 124-237 124-163 123-222
R3 124-107 124-033 123-186
R2 123-297 123-297 123-174
R1 123-223 123-223 123-162 123-195
PP 123-167 123-167 123-167 123-153
S1 123-093 123-093 123-138 123-065
S2 123-037 123-037 123-126
S3 122-227 122-283 123-114
S4 122-097 122-153 123-079
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
5 124-140 123-110 1-030 0.9% 0-126 0.3% 11% False True 23,635
10 125-215 123-110 2-105 1.9% 0-154 0.4% 5% False True 426,299
20 125-215 123-110 2-105 1.9% 0-156 0.4% 5% False True 1,032,833
40 125-215 123-110 2-105 1.9% 0-178 0.5% 5% False True 1,260,788
60 125-215 122-145 3-070 2.6% 0-180 0.5% 32% False False 1,195,651
80 127-005 122-145 4-180 3.7% 0-192 0.5% 22% False False 1,127,164
100 130-140 122-145 7-315 6.5% 0-191 0.5% 13% False False 902,892
120 131-050 122-145 8-225 7.0% 0-171 0.4% 12% False False 752,436
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-152
2.618 124-260
1.618 124-130
1.000 124-050
0.618 124-000
HIGH 123-240
0.618 123-190
0.500 123-175
0.382 123-160
LOW 123-110
0.618 123-030
1.000 122-300
1.618 122-220
2.618 122-090
4.250 121-198
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 123-175 123-253
PP 123-167 123-218
S1 123-158 123-184

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

View Archives - Comment on this page... - Back to Index of Symbols