ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 07-Mar-2024

Day Change Summary
	Previous	Current
	06-Mar-2024	07-Mar-2024	Change	Change %	Previous Week
Open	111-070	111-170	0-100	0.3%	110-120
High	111-230	111-270	0-040	0.1%	111-020
Low	111-025	111-110	0-085	0.2%	109-315
Close	111-155	111-210	0-055	0.2%	111-010
Range	0-205	0-160	-0-045	-22.0%	1-025
ATR	0-206	0-203	-0-003	-1.6%	0-000
Volume	2,312,376	1,935,948	-376,428	-16.3%	14,672,068

Daily Pivots for day following 07-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-037	112-283	111-298
R3	112-197	112-123	111-254
R2	112-037	112-037	111-239
R1	111-283	111-283	111-225	112-000
PP	111-197	111-197	111-197	111-215
S1	111-123	111-123	111-195	111-160
S2	111-037	111-037	111-181
S3	110-197	110-283	111-166
S4	110-037	110-123	111-122

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	111-270	110-055	1-215	1.5%	0-202	0.6%	89%	True	False	2,061,848
10	111-270	109-255	2-015	1.8%	0-188	0.5%	91%	True	False	2,517,361
20	111-270	109-255	2-015	1.8%	0-200	0.6%	91%	True	False	1,457,092
40	113-290	109-255	4-035	3.7%	0-208	0.6%	45%	False	False	731,135
60	113-315	109-255	4-060	3.8%	0-200	0.6%	44%	False	False	487,526
80	113-315	108-130	5-185	5.0%	0-176	0.5%	58%	False	False	365,647
100	113-315	106-075	7-240	6.9%	0-152	0.4%	70%	False	False	292,518

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	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-310
2.618	113-049
1.618	112-209
1.000	112-110
0.618	112-049
HIGH	111-270
0.618	111-209
0.500	111-190
0.382	111-171
LOW	111-110
0.618	111-011
1.000	110-270
1.618	110-171
2.618	110-011
4.250	109-070

Fisher Pivots for day following 07-Mar-2024
Pivot	1 day	3 day
R1	111-203	111-170
PP	111-197	111-130
S1	111-190	111-090

Download as Excel Spreadsheet

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

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