ECBOT 10 Year T-Note Future June 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	111-005	110-255	-0-070	-0.2%	110-120
High	111-010	111-150	0-140	0.4%	111-020
Low	110-210	110-230	0-020	0.1%	109-315
Close	110-240	111-095	0-175	0.5%	111-010
Range	0-120	0-240	0-120	100.0%	1-025
ATR	0-204	0-206	0-003	1.3%	0-000
Volume	1,348,230	1,996,086	647,856	48.1%	14,672,068

Daily Pivots for day following 05-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-132	113-033	111-227
R3	112-212	112-113	111-161
R2	111-292	111-292	111-139
R1	111-193	111-193	111-117	111-242
PP	111-052	111-052	111-052	111-076
S1	110-273	110-273	111-073	111-002
S2	110-132	110-132	111-051
S3	109-212	110-033	111-029
S4	108-292	109-113	110-283

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	111-150	110-000	1-150	1.3%	0-193	0.5%	88%	True	False	2,201,687
10	111-150	109-255	1-215	1.5%	0-184	0.5%	90%	True	False	2,429,788
20	112-040	109-255	2-105	2.1%	0-200	0.6%	64%	False	False	1,245,889
40	113-290	109-255	4-035	3.7%	0-208	0.6%	37%	False	False	624,944
60	113-315	109-255	4-060	3.8%	0-199	0.6%	36%	False	False	416,721
80	113-315	108-130	5-185	5.0%	0-174	0.5%	52%	False	False	312,543
100	113-315	106-075	7-240	7.0%	0-148	0.4%	65%	False	False	250,034

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

Fibonacci Retracements and Extensions
4.250	114-210
2.618	113-138
1.618	112-218
1.000	112-070
0.618	111-298
HIGH	111-150
0.618	111-058
0.500	111-030
0.382	111-002
LOW	110-230
0.618	110-082
1.000	109-310
1.618	109-162
2.618	108-242
4.250	107-170

Fisher Pivots for day following 05-Mar-2024
Pivot	1 day	3 day
R1	111-073	111-044
PP	111-052	110-313
S1	111-030	110-262

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