ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
109-280 |
109-310 |
0-030 |
0.1% |
109-265 |
| High |
110-040 |
110-165 |
0-125 |
0.4% |
110-165 |
| Low |
109-160 |
109-215 |
0-055 |
0.2% |
109-150 |
| Close |
109-295 |
110-160 |
0-185 |
0.5% |
110-160 |
| Range |
0-200 |
0-270 |
0-070 |
35.0% |
1-015 |
| ATR |
0-204 |
0-209 |
0-005 |
2.3% |
0-000 |
| Volume |
85,058 |
27,414 |
-57,644 |
-67.8% |
8,360,369 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-243 |
112-152 |
110-308 |
|
| R3 |
111-293 |
111-202 |
110-234 |
|
| R2 |
111-023 |
111-023 |
110-210 |
|
| R1 |
110-252 |
110-252 |
110-185 |
110-298 |
| PP |
110-073 |
110-073 |
110-073 |
110-096 |
| S1 |
109-302 |
109-302 |
110-135 |
110-028 |
| S2 |
109-123 |
109-123 |
110-110 |
|
| S3 |
108-173 |
109-032 |
110-086 |
|
| S4 |
107-223 |
108-082 |
110-012 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-097 |
112-303 |
111-024 |
|
| R3 |
112-082 |
111-288 |
110-252 |
|
| R2 |
111-067 |
111-067 |
110-221 |
|
| R1 |
110-273 |
110-273 |
110-191 |
111-010 |
| PP |
110-052 |
110-052 |
110-052 |
110-080 |
| S1 |
109-258 |
109-258 |
110-129 |
109-315 |
| S2 |
109-037 |
109-037 |
110-099 |
|
| S3 |
108-022 |
108-243 |
110-068 |
|
| S4 |
107-007 |
107-228 |
109-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-165 |
109-150 |
1-015 |
0.9% |
0-182 |
0.5% |
99% |
True |
False |
1,672,073 |
| 10 |
110-165 |
109-090 |
1-075 |
1.1% |
0-188 |
0.5% |
99% |
True |
False |
2,317,386 |
| 20 |
112-275 |
109-090 |
3-185 |
3.2% |
0-217 |
0.6% |
34% |
False |
False |
2,137,427 |
| 40 |
113-065 |
109-090 |
3-295 |
3.5% |
0-215 |
0.6% |
31% |
False |
False |
2,058,070 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-214 |
0.6% |
30% |
False |
False |
1,897,576 |
| 80 |
113-120 |
107-115 |
6-005 |
5.4% |
0-221 |
0.6% |
52% |
False |
False |
1,696,931 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-228 |
0.6% |
63% |
False |
False |
1,357,988 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-221 |
0.6% |
63% |
False |
False |
1,131,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-032 |
|
2.618 |
112-232 |
|
1.618 |
111-282 |
|
1.000 |
111-115 |
|
0.618 |
111-012 |
|
HIGH |
110-165 |
|
0.618 |
110-062 |
|
0.500 |
110-030 |
|
0.382 |
109-318 |
|
LOW |
109-215 |
|
0.618 |
109-048 |
|
1.000 |
108-265 |
|
1.618 |
108-098 |
|
2.618 |
107-148 |
|
4.250 |
106-028 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-117 |
110-108 |
| PP |
110-073 |
110-055 |
| S1 |
110-030 |
110-002 |
|