ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 08-Mar-2024

Day Change Summary
	Previous	Current
	07-Mar-2024	08-Mar-2024	Change	Change %	Previous Week
Open	111-170	111-220	0-050	0.1%	111-005
High	111-270	112-045	0-095	0.3%	112-045
Low	111-110	111-080	-0-030	-0.1%	110-210
Close	111-210	111-235	0-025	0.1%	111-235
Range	0-160	0-285	0-125	78.1%	1-155
ATR	0-203	0-209	0-006	2.9%	0-000
Volume	1,935,948	2,188,001	252,053	13.0%	9,780,641

Daily Pivots for day following 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-122	113-303	112-072
R3	113-157	113-018	111-313
R2	112-192	112-192	111-287
R1	112-053	112-053	111-261	112-122
PP	111-227	111-227	111-227	111-261
S1	111-088	111-088	111-209	111-158
S2	110-262	110-262	111-183
S3	109-297	110-123	111-157
S4	109-012	109-158	111-078

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	115-308	115-107	112-176
R3	114-153	113-272	112-046
R2	112-318	112-318	112-002
R1	112-117	112-117	111-279	112-218
PP	111-163	111-163	111-163	111-214
S1	110-282	110-282	111-191	111-062
S2	110-008	110-008	111-148
S3	108-173	109-127	111-104
S4	107-018	107-292	110-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-045	110-210	1-155	1.3%	0-202	0.6%	73%	True	False	1,956,128
10	112-045	109-315	2-050	1.9%	0-194	0.5%	81%	True	False	2,445,270
20	112-045	109-255	2-110	2.1%	0-206	0.6%	83%	True	False	1,565,651
40	113-290	109-255	4-035	3.7%	0-212	0.6%	47%	False	False	785,834
60	113-315	109-255	4-060	3.7%	0-203	0.6%	46%	False	False	523,993
80	113-315	108-130	5-185	5.0%	0-180	0.5%	60%	False	False	392,997
100	113-315	106-075	7-240	6.9%	0-154	0.4%	71%	False	False	314,398

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-296
2.618	114-151
1.618	113-186
1.000	113-010
0.618	112-221
HIGH	112-045
0.618	111-256
0.500	111-222
0.382	111-189
LOW	111-080
0.618	110-224
1.000	110-115
1.618	109-259
2.618	108-294
4.250	107-149

Fisher Pivots for day following 08-Mar-2024
Pivot	1 day	3 day
R1	111-231	111-222
PP	111-227	111-208
S1	111-222	111-195

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