ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 109-265 109-230 -0-035 -0.1% 109-255
High 110-040 109-280 -0-080 -0.2% 110-050
Low 109-160 109-150 -0-010 0.0% 109-090
Close 109-195 109-170 -0-025 -0.1% 109-280
Range 0-200 0-130 -0-070 -35.0% 0-280
ATR 0-217 0-211 -0-006 -2.9% 0-000
Volume 5,341,315 2,419,680 -2,921,635 -54.7% 12,906,163
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 110-270 110-190 109-242
R3 110-140 110-060 109-206
R2 110-010 110-010 109-194
R1 109-250 109-250 109-182 109-225
PP 109-200 109-200 109-200 109-188
S1 109-120 109-120 109-158 109-095
S2 109-070 109-070 109-146
S3 108-260 108-310 109-134
S4 108-130 108-180 109-098
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 112-127 112-003 110-114
R3 111-167 111-043 110-037
R2 110-207 110-207 110-011
R1 110-083 110-083 109-306 110-145
PP 109-247 109-247 109-247 109-278
S1 109-123 109-123 109-254 109-185
S2 108-287 108-287 109-229
S3 108-007 108-163 109-203
S4 107-047 107-203 109-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-040 109-090 0-270 0.8% 0-174 0.5% 30% False False 3,760,291
10 111-070 109-090 1-300 1.8% 0-221 0.6% 13% False False 2,903,304
20 113-065 109-090 3-295 3.6% 0-225 0.6% 6% False False 2,519,265
40 113-065 109-090 3-295 3.6% 0-216 0.6% 6% False False 2,163,272
60 113-120 109-090 4-030 3.7% 0-218 0.6% 6% False False 2,000,572
80 113-120 106-050 7-070 6.6% 0-228 0.6% 47% False False 1,689,777
100 113-120 105-215 7-225 7.0% 0-230 0.7% 50% False False 1,352,001
120 113-120 105-215 7-225 7.0% 0-218 0.6% 50% False False 1,126,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-062
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 111-192
2.618 110-300
1.618 110-170
1.000 110-090
0.618 110-040
HIGH 109-280
0.618 109-230
0.500 109-215
0.382 109-200
LOW 109-150
0.618 109-070
1.000 109-020
1.618 108-260
2.618 108-130
4.250 107-238
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 109-215 109-225
PP 109-200 109-207
S1 109-185 109-188

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

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