We present X-ray Magnetic Circular Dichroism experiments (XMCD) on the Fe K edge of FeZrB metallic glasses performed under tensile stress. In these compounds the application of tensile stresses produces a large increase of the Curie Temperature. The XMCD signal presents the features expected for a weak ferromagnet but a gradual enhancement of the ferromagnetism is observed as boron and zirconium concentrations increase. The main effect of the tensile stress is to increase the density of states at the Fermi level as deduced from the increment of the amplitude of the XMCD signal with the stress.