ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
109-185 |
109-280 |
0-095 |
0.3% |
109-255 |
| High |
109-285 |
110-040 |
0-075 |
0.2% |
110-050 |
| Low |
109-175 |
109-160 |
-0-015 |
0.0% |
109-090 |
| Close |
109-260 |
109-295 |
0-035 |
0.1% |
109-280 |
| Range |
0-110 |
0-200 |
0-090 |
81.8% |
0-280 |
| ATR |
0-204 |
0-204 |
0-000 |
-0.1% |
0-000 |
| Volume |
486,902 |
85,058 |
-401,844 |
-82.5% |
12,906,163 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-232 |
111-143 |
110-085 |
|
| R3 |
111-032 |
110-263 |
110-030 |
|
| R2 |
110-152 |
110-152 |
110-012 |
|
| R1 |
110-063 |
110-063 |
109-313 |
110-108 |
| PP |
109-272 |
109-272 |
109-272 |
109-294 |
| S1 |
109-183 |
109-183 |
109-277 |
109-228 |
| S2 |
109-072 |
109-072 |
109-258 |
|
| S3 |
108-192 |
108-303 |
109-240 |
|
| S4 |
107-312 |
108-103 |
109-185 |
|
|
| 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% |
0-172 |
0.5% |
76% |
True |
False |
2,515,979 |
| 10 |
110-175 |
109-090 |
1-085 |
1.2% |
0-178 |
0.5% |
51% |
False |
False |
2,510,954 |
| 20 |
113-065 |
109-090 |
3-295 |
3.6% |
0-218 |
0.6% |
16% |
False |
False |
2,275,748 |
| 40 |
113-065 |
109-090 |
3-295 |
3.6% |
0-214 |
0.6% |
16% |
False |
False |
2,108,396 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-213 |
0.6% |
16% |
False |
False |
1,924,528 |
| 80 |
113-120 |
107-115 |
6-005 |
5.5% |
0-223 |
0.6% |
43% |
False |
False |
1,696,746 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-229 |
0.7% |
55% |
False |
False |
1,357,717 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-219 |
0.6% |
55% |
False |
False |
1,131,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-250 |
|
2.618 |
111-244 |
|
1.618 |
111-044 |
|
1.000 |
110-240 |
|
0.618 |
110-164 |
|
HIGH |
110-040 |
|
0.618 |
109-284 |
|
0.500 |
109-260 |
|
0.382 |
109-236 |
|
LOW |
109-160 |
|
0.618 |
109-036 |
|
1.000 |
108-280 |
|
1.618 |
108-156 |
|
2.618 |
107-276 |
|
4.250 |
106-270 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-283 |
109-282 |
| PP |
109-272 |
109-268 |
| S1 |
109-260 |
109-255 |
|