ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-145 |
110-070 |
-0-075 |
-0.2% |
109-265 |
| High |
110-145 |
110-295 |
0-150 |
0.4% |
110-165 |
| Low |
110-045 |
110-070 |
0-025 |
0.1% |
109-150 |
| Close |
110-070 |
110-240 |
0-170 |
0.5% |
110-160 |
| Range |
0-100 |
0-225 |
0-125 |
125.0% |
1-015 |
| ATR |
0-202 |
0-203 |
0-002 |
0.8% |
0-000 |
| Volume |
6,256 |
8,342 |
2,086 |
33.3% |
8,360,369 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-237 |
112-143 |
111-044 |
|
| R3 |
112-012 |
111-238 |
110-302 |
|
| R2 |
111-107 |
111-107 |
110-281 |
|
| R1 |
111-013 |
111-013 |
110-261 |
111-060 |
| PP |
110-202 |
110-202 |
110-202 |
110-225 |
| S1 |
110-108 |
110-108 |
110-219 |
110-155 |
| S2 |
109-297 |
109-297 |
110-199 |
|
| S3 |
109-072 |
109-203 |
110-178 |
|
| S4 |
108-167 |
108-298 |
110-116 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-097 |
112-303 |
111-024 |
|
| R3 |
112-082 |
111-288 |
110-252 |
|
| R2 |
111-067 |
111-067 |
110-221 |
|
| R1 |
110-273 |
110-273 |
110-191 |
111-010 |
| PP |
110-052 |
110-052 |
110-052 |
110-080 |
| S1 |
109-258 |
109-258 |
110-129 |
109-315 |
| S2 |
109-037 |
109-037 |
110-099 |
|
| S3 |
108-022 |
108-243 |
110-068 |
|
| S4 |
107-007 |
107-228 |
109-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-295 |
109-160 |
1-135 |
1.3% |
0-181 |
0.5% |
88% |
True |
False |
122,794 |
| 10 |
110-295 |
109-090 |
1-205 |
1.5% |
0-178 |
0.5% |
90% |
True |
False |
1,941,542 |
| 20 |
111-165 |
109-090 |
2-075 |
2.0% |
0-196 |
0.6% |
66% |
False |
False |
1,885,350 |
| 40 |
113-065 |
109-090 |
3-295 |
3.5% |
0-208 |
0.6% |
37% |
False |
False |
1,954,125 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-212 |
0.6% |
36% |
False |
False |
1,837,391 |
| 80 |
113-120 |
107-115 |
6-005 |
5.4% |
0-219 |
0.6% |
56% |
False |
False |
1,696,906 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-227 |
0.6% |
66% |
False |
False |
1,358,130 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-223 |
0.6% |
66% |
False |
False |
1,131,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-291 |
|
2.618 |
112-244 |
|
1.618 |
112-019 |
|
1.000 |
111-200 |
|
0.618 |
111-114 |
|
HIGH |
110-295 |
|
0.618 |
110-209 |
|
0.500 |
110-182 |
|
0.382 |
110-156 |
|
LOW |
110-070 |
|
0.618 |
109-251 |
|
1.000 |
109-165 |
|
1.618 |
109-026 |
|
2.618 |
108-121 |
|
4.250 |
107-074 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-221 |
110-192 |
| PP |
110-202 |
110-143 |
| S1 |
110-182 |
110-095 |
|