ECBOT 10 Year T-Note Future June 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	110-255	111-070	0-135	0.4%	110-120
High	111-150	111-230	0-080	0.2%	111-020
Low	110-230	111-025	0-115	0.3%	109-315
Close	111-095	111-155	0-060	0.2%	111-010
Range	0-240	0-205	-0-035	-14.6%	1-025
ATR	0-206	0-206	0-000	0.0%	0-000
Volume	1,996,086	2,312,376	316,290	15.8%	14,672,068

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-112	113-018	111-268
R3	112-227	112-133	111-211
R2	112-022	112-022	111-193
R1	111-248	111-248	111-174	111-295
PP	111-137	111-137	111-137	111-160
S1	111-043	111-043	111-136	111-090
S2	110-252	110-252	111-117
S3	110-047	110-158	111-099
S4	109-162	109-273	111-042

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	111-230	110-000	1-230	1.5%	0-212	0.6%	86%	True	False	2,296,544
10	111-230	109-255	1-295	1.7%	0-186	0.5%	88%	True	False	2,583,311
20	112-040	109-255	2-105	2.1%	0-200	0.6%	72%	False	False	1,360,939
40	113-290	109-255	4-035	3.7%	0-207	0.6%	41%	False	False	682,741
60	113-315	109-255	4-060	3.8%	0-201	0.6%	40%	False	False	455,260
80	113-315	108-130	5-185	5.0%	0-176	0.5%	55%	False	False	341,448
100	113-315	106-075	7-240	7.0%	0-150	0.4%	68%	False	False	273,158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-141
2.618	113-127
1.618	112-242
1.000	112-115
0.618	112-037
HIGH	111-230
0.618	111-152
0.500	111-128
0.382	111-103
LOW	111-025
0.618	110-218
1.000	110-140
1.618	110-013
2.618	109-128
4.250	108-114

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	111-146	111-123
PP	111-137	111-092
S1	111-128	111-060

Download as Excel Spreadsheet

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

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