ECBOT 10 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	111-250	111-195	-0-055	-0.2%	111-005
High	111-310	111-240	-0-070	-0.2%	112-045
Low	111-165	111-025	-0-140	-0.4%	110-210
Close	111-190	111-055	-0-135	-0.4%	111-235
Range	0-145	0-215	0-070	48.3%	1-155
ATR	0-204	0-205	0-001	0.4%	0-000
Volume	1,343,546	2,143,179	799,633	59.5%	9,780,641

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-112	112-298	111-173
R3	112-217	112-083	111-114
R2	112-002	112-002	111-094
R1	111-188	111-188	111-075	111-148
PP	111-107	111-107	111-107	111-086
S1	110-293	110-293	111-035	110-252
S2	110-212	110-212	111-016
S3	109-317	110-078	110-316
S4	109-102	109-183	110-257

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	111-025	1-020	1.0%	0-202	0.6%	9%	False	True	1,984,610
10	112-045	110-000	2-045	1.9%	0-198	0.6%	55%	False	False	2,093,148
20	112-045	109-255	2-110	2.1%	0-210	0.6%	59%	False	False	1,738,634
40	113-290	109-255	4-035	3.7%	0-210	0.6%	33%	False	False	872,962
60	113-315	109-255	4-060	3.8%	0-200	0.6%	33%	False	False	582,104
80	113-315	109-105	4-210	4.2%	0-184	0.5%	40%	False	False	436,581
100	113-315	106-075	7-240	7.0%	0-158	0.4%	64%	False	False	349,265

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	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-194
2.618	113-163
1.618	112-268
1.000	112-135
0.618	112-053
HIGH	111-240
0.618	111-158
0.500	111-132
0.382	111-107
LOW	111-025
0.618	110-212
1.000	110-130
1.618	109-317
2.618	109-102
4.250	108-071

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	111-132	111-195
PP	111-107	111-148
S1	111-081	111-102

Download as Excel Spreadsheet

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

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