ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-150 |
111-005 |
0-175 |
0.5% |
110-120 |
| High |
111-020 |
111-010 |
-0-010 |
0.0% |
111-020 |
| Low |
110-055 |
110-210 |
0-155 |
0.4% |
109-315 |
| Close |
111-010 |
110-240 |
-0-090 |
-0.3% |
111-010 |
| Range |
0-285 |
0-120 |
-0-165 |
-57.9% |
1-025 |
| ATR |
0-210 |
0-204 |
-0-006 |
-3.1% |
0-000 |
| Volume |
2,716,603 |
1,348,230 |
-1,368,373 |
-50.4% |
14,672,068 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-300 |
111-230 |
110-306 |
|
| R3 |
111-180 |
111-110 |
110-273 |
|
| R2 |
111-060 |
111-060 |
110-262 |
|
| R1 |
110-310 |
110-310 |
110-251 |
110-285 |
| PP |
110-260 |
110-260 |
110-260 |
110-248 |
| S1 |
110-190 |
110-190 |
110-229 |
110-165 |
| S2 |
110-140 |
110-140 |
110-218 |
|
| S3 |
110-020 |
110-070 |
110-207 |
|
| S4 |
109-220 |
109-270 |
110-174 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-297 |
113-178 |
111-200 |
|
| R3 |
112-272 |
112-153 |
111-105 |
|
| R2 |
111-247 |
111-247 |
111-073 |
|
| R1 |
111-128 |
111-128 |
111-042 |
111-188 |
| PP |
110-222 |
110-222 |
110-222 |
110-251 |
| S1 |
110-103 |
110-103 |
110-298 |
110-162 |
| S2 |
109-197 |
109-197 |
110-267 |
|
| S3 |
108-172 |
109-078 |
110-235 |
|
| S4 |
107-147 |
108-053 |
110-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-020 |
109-315 |
1-025 |
1.0% |
0-172 |
0.5% |
71% |
False |
False |
2,288,049 |
| 10 |
111-020 |
109-255 |
1-085 |
1.1% |
0-178 |
0.5% |
75% |
False |
False |
2,259,230 |
| 20 |
112-085 |
109-255 |
2-150 |
2.2% |
0-204 |
0.6% |
39% |
False |
False |
1,146,605 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-211 |
0.6% |
23% |
False |
False |
575,052 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-198 |
0.6% |
23% |
False |
False |
383,453 |
| 80 |
113-315 |
108-130 |
5-185 |
5.0% |
0-171 |
0.5% |
42% |
False |
False |
287,592 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-145 |
0.4% |
58% |
False |
False |
230,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-200 |
|
2.618 |
112-004 |
|
1.618 |
111-204 |
|
1.000 |
111-130 |
|
0.618 |
111-084 |
|
HIGH |
111-010 |
|
0.618 |
110-284 |
|
0.500 |
110-270 |
|
0.382 |
110-256 |
|
LOW |
110-210 |
|
0.618 |
110-136 |
|
1.000 |
110-090 |
|
1.618 |
110-016 |
|
2.618 |
109-216 |
|
4.250 |
109-020 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-270 |
110-217 |
| PP |
110-260 |
110-193 |
| S1 |
110-250 |
110-170 |
|