ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 11-Mar-2024

Day Change Summary
	Previous	Current
	08-Mar-2024	11-Mar-2024	Change	Change %	Previous Week
Open	111-220	111-250	0-030	0.1%	111-005
High	112-045	111-310	-0-055	-0.2%	112-045
Low	111-080	111-165	0-085	0.2%	110-210
Close	111-235	111-190	-0-045	-0.1%	111-235
Range	0-285	0-145	-0-140	-49.1%	1-155
ATR	0-209	0-204	-0-005	-2.2%	0-000
Volume	2,188,001	1,343,546	-844,455	-38.6%	9,780,641

Daily Pivots for day following 11-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-017	112-248	111-270
R3	112-192	112-103	111-230
R2	112-047	112-047	111-217
R1	111-278	111-278	111-203	111-250
PP	111-222	111-222	111-222	111-208
S1	111-133	111-133	111-177	111-105
S2	111-077	111-077	111-163
S3	110-252	110-308	111-150
S4	110-107	110-163	111-110

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	110-230	1-135	1.3%	0-207	0.6%	62%	False	False	1,955,191
10	112-045	109-315	2-050	1.9%	0-190	0.5%	75%	False	False	2,121,620
20	112-045	109-255	2-110	2.1%	0-205	0.6%	77%	False	False	1,632,078
40	113-290	109-255	4-035	3.7%	0-210	0.6%	44%	False	False	819,416
60	113-315	109-255	4-060	3.8%	0-203	0.6%	43%	False	False	546,385
80	113-315	109-105	4-210	4.2%	0-181	0.5%	49%	False	False	409,791
100	113-315	106-075	7-240	6.9%	0-156	0.4%	69%	False	False	327,833

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-286
2.618	113-050
1.618	112-225
1.000	112-135
0.618	112-080
HIGH	111-310
0.618	111-255
0.500	111-238
0.382	111-220
LOW	111-165
0.618	111-075
1.000	111-020
1.618	110-250
2.618	110-105
4.250	109-189

Fisher Pivots for day following 11-Mar-2024
Pivot	1 day	3 day
R1	111-238	111-222
PP	111-222	111-212
S1	111-206	111-201

Download as Excel Spreadsheet

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

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