ECBOT 10 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 124-200 124-090 -0-110 -0.3% 124-040
High 124-260 124-090 -0-170 -0.4% 125-045
Low 124-040 123-195 -0-165 -0.4% 123-270
Close 124-185 123-230 -0-275 -0.7% 125-030
Range 0-220 0-215 -0-005 -2.3% 1-095
ATR 0-174 0-184 0-010 5.6% 0-000
Volume 1,840,331 1,628,326 -212,005 -11.5% 5,542,717
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 125-283 125-152 124-028
R3 125-068 124-257 123-289
R2 124-173 124-173 123-269
R1 124-042 124-042 123-250 124-000
PP 123-278 123-278 123-278 123-258
S1 123-147 123-147 123-210 123-105
S2 123-063 123-063 123-191
S3 122-168 122-252 123-171
S4 121-273 122-037 123-112
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 128-187 128-043 125-258
R3 127-092 126-268 125-144
R2 125-317 125-317 125-106
R1 125-173 125-173 125-068 125-245
PP 124-222 124-222 124-222 124-258
S1 124-078 124-078 124-312 124-150
S2 123-127 123-127 124-274
S3 122-032 122-303 124-236
S4 120-257 121-208 124-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-045 123-195 1-170 1.2% 0-189 0.5% 7% False True 1,733,347
10 125-045 123-065 1-300 1.6% 0-177 0.4% 27% False False 1,048,327
20 125-045 123-065 1-300 1.6% 0-170 0.4% 27% False False 537,186
40 125-045 123-000 2-045 1.7% 0-180 0.5% 34% False False 270,134
60 125-045 122-000 3-045 2.5% 0-128 0.3% 55% False False 180,089
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-044
2.618 126-013
1.618 125-118
1.000 124-305
0.618 124-223
HIGH 124-090
0.618 124-008
0.500 123-303
0.382 123-277
LOW 123-195
0.618 123-062
1.000 122-300
1.618 122-167
2.618 121-272
4.250 120-241
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 123-303 124-118
PP 123-278 124-048
S1 123-254 123-299

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

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