ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-070 |
110-200 |
0-130 |
0.4% |
109-265 |
| High |
110-295 |
111-045 |
0-070 |
0.2% |
110-165 |
| Low |
110-070 |
110-170 |
0-100 |
0.3% |
109-150 |
| Close |
110-240 |
110-295 |
0-055 |
0.2% |
110-160 |
| Range |
0-225 |
0-195 |
-0-030 |
-13.3% |
1-015 |
| ATR |
0-203 |
0-203 |
-0-001 |
-0.3% |
0-000 |
| Volume |
8,342 |
4,327 |
-4,015 |
-48.1% |
8,360,369 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-222 |
112-133 |
111-082 |
|
| R3 |
112-027 |
111-258 |
111-029 |
|
| R2 |
111-152 |
111-152 |
111-011 |
|
| R1 |
111-063 |
111-063 |
110-313 |
111-108 |
| PP |
110-277 |
110-277 |
110-277 |
110-299 |
| S1 |
110-188 |
110-188 |
110-277 |
110-232 |
| S2 |
110-082 |
110-082 |
110-259 |
|
| S3 |
109-207 |
109-313 |
110-241 |
|
| S4 |
109-012 |
109-118 |
110-188 |
|
|
| 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 |
111-045 |
109-160 |
1-205 |
1.5% |
0-198 |
0.6% |
87% |
True |
False |
26,279 |
| 10 |
111-045 |
109-090 |
1-275 |
1.7% |
0-179 |
0.5% |
88% |
True |
False |
1,709,427 |
| 20 |
111-165 |
109-090 |
2-075 |
2.0% |
0-195 |
0.6% |
73% |
False |
False |
1,788,142 |
| 40 |
113-065 |
109-090 |
3-295 |
3.5% |
0-207 |
0.6% |
42% |
False |
False |
1,909,097 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-212 |
0.6% |
40% |
False |
False |
1,806,132 |
| 80 |
113-120 |
107-115 |
6-005 |
5.4% |
0-219 |
0.6% |
59% |
False |
False |
1,696,779 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-227 |
0.6% |
68% |
False |
False |
1,358,170 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-222 |
0.6% |
68% |
False |
False |
1,131,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-234 |
|
2.618 |
112-236 |
|
1.618 |
112-041 |
|
1.000 |
111-240 |
|
0.618 |
111-166 |
|
HIGH |
111-045 |
|
0.618 |
110-291 |
|
0.500 |
110-268 |
|
0.382 |
110-244 |
|
LOW |
110-170 |
|
0.618 |
110-049 |
|
1.000 |
109-295 |
|
1.618 |
109-174 |
|
2.618 |
108-299 |
|
4.250 |
107-301 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-286 |
110-265 |
| PP |
110-277 |
110-235 |
| S1 |
110-268 |
110-205 |
|