ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 20-Feb-2024

Day Change Summary
	Previous	Current
	16-Feb-2024	20-Feb-2024	Change	Change %	Previous Week
Open	110-065	109-255	-0-130	-0.4%	110-205
High	110-075	110-050	-0-025	-0.1%	111-070
Low	109-150	109-190	0-040	0.1%	109-150
Close	109-240	109-300	0-060	0.2%	109-240
Range	0-245	0-180	-0-065	-26.5%	1-240
ATR	0-231	0-228	-0-004	-1.6%	0-000
Volume	1,907,336	1,865,702	-41,634	-2.2%	9,494,247

Daily Pivots for day following 20-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	111-187	111-103	110-079
R3	111-007	110-243	110-030
R2	110-147	110-147	110-013
R1	110-063	110-063	109-316	110-105
PP	109-287	109-287	109-287	109-308
S1	109-203	109-203	109-284	109-245
S2	109-107	109-107	109-267
S3	108-247	109-023	109-250
S4	108-067	108-163	109-201

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	115-127	114-103	110-228
R3	113-207	112-183	110-074
R2	111-287	111-287	110-023
R1	110-263	110-263	109-291	110-155
PP	110-047	110-047	110-047	109-312
S1	109-023	109-023	109-189	108-235
S2	108-127	108-127	109-137
S3	106-207	107-103	109-086
S4	104-287	105-183	108-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-070	109-150	1-240	1.6%	0-268	0.8%	27%	False	False	2,046,318
10	111-165	109-150	2-015	1.9%	0-214	0.6%	23%	False	False	1,829,157
20	113-065	109-150	3-235	3.4%	0-226	0.6%	13%	False	False	2,004,746
40	113-120	109-150	3-290	3.6%	0-214	0.6%	12%	False	False	1,809,941
60	113-120	108-185	4-255	4.4%	0-222	0.6%	28%	False	False	1,903,762
80	113-120	105-265	7-175	6.9%	0-230	0.7%	54%	False	False	1,454,912
100	113-120	105-215	7-225	7.0%	0-234	0.7%	55%	False	False	1,164,008
120	113-120	105-215	7-225	7.0%	0-214	0.6%	55%	False	False	970,010

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-175
2.618	111-201
1.618	111-021
1.000	110-230
0.618	110-161
HIGH	110-050
0.618	109-301
0.500	109-280
0.382	109-259
LOW	109-190
0.618	109-079
1.000	109-010
1.618	108-219
2.618	108-039
4.250	107-065

Fisher Pivots for day following 20-Feb-2024
Pivot	1 day	3 day
R1	109-293	110-002
PP	109-287	109-315
S1	109-280	109-308

Download as Excel Spreadsheet

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

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