ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
109-310 |
110-145 |
0-155 |
0.4% |
109-265 |
| High |
110-165 |
110-145 |
-0-020 |
-0.1% |
110-165 |
| Low |
109-215 |
110-045 |
0-150 |
0.4% |
109-150 |
| Close |
110-160 |
110-070 |
-0-090 |
-0.3% |
110-160 |
| Range |
0-270 |
0-100 |
-0-170 |
-63.0% |
1-015 |
| ATR |
0-209 |
0-202 |
-0-007 |
-3.2% |
0-000 |
| Volume |
27,414 |
6,256 |
-21,158 |
-77.2% |
8,360,369 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-067 |
111-008 |
110-125 |
|
| R3 |
110-287 |
110-228 |
110-098 |
|
| R2 |
110-187 |
110-187 |
110-088 |
|
| R1 |
110-128 |
110-128 |
110-079 |
110-108 |
| PP |
110-087 |
110-087 |
110-087 |
110-076 |
| S1 |
110-028 |
110-028 |
110-061 |
110-008 |
| S2 |
109-307 |
109-307 |
110-052 |
|
| S3 |
109-207 |
109-248 |
110-042 |
|
| S4 |
109-107 |
109-148 |
110-015 |
|
|
| 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% |
0-162 |
0.5% |
72% |
False |
False |
605,062 |
| 10 |
110-165 |
109-090 |
1-075 |
1.1% |
0-173 |
0.5% |
76% |
False |
False |
2,127,278 |
| 20 |
111-215 |
109-090 |
2-125 |
2.2% |
0-200 |
0.6% |
39% |
False |
False |
1,994,407 |
| 40 |
113-065 |
109-090 |
3-295 |
3.6% |
0-212 |
0.6% |
24% |
False |
False |
2,016,766 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-212 |
0.6% |
23% |
False |
False |
1,866,458 |
| 80 |
113-120 |
107-115 |
6-005 |
5.5% |
0-219 |
0.6% |
48% |
False |
False |
1,696,948 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-227 |
0.6% |
59% |
False |
False |
1,358,049 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-221 |
0.6% |
59% |
False |
False |
1,131,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-250 |
|
2.618 |
111-087 |
|
1.618 |
110-307 |
|
1.000 |
110-245 |
|
0.618 |
110-207 |
|
HIGH |
110-145 |
|
0.618 |
110-107 |
|
0.500 |
110-095 |
|
0.382 |
110-083 |
|
LOW |
110-045 |
|
0.618 |
109-303 |
|
1.000 |
109-265 |
|
1.618 |
109-203 |
|
2.618 |
109-103 |
|
4.250 |
108-260 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-095 |
110-048 |
| PP |
110-087 |
110-025 |
| S1 |
110-078 |
110-002 |
|