ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-200 |
110-295 |
0-095 |
0.3% |
109-265 |
| High |
111-045 |
111-085 |
0-040 |
0.1% |
110-165 |
| Low |
110-170 |
110-260 |
0-090 |
0.3% |
109-150 |
| Close |
110-295 |
111-025 |
0-050 |
0.1% |
110-160 |
| Range |
0-195 |
0-145 |
-0-050 |
-25.6% |
1-015 |
| ATR |
0-203 |
0-199 |
-0-004 |
-2.0% |
0-000 |
| Volume |
4,327 |
4,681 |
354 |
8.2% |
8,360,369 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-132 |
112-063 |
111-105 |
|
| R3 |
111-307 |
111-238 |
111-065 |
|
| R2 |
111-162 |
111-162 |
111-052 |
|
| R1 |
111-093 |
111-093 |
111-038 |
111-128 |
| PP |
111-017 |
111-017 |
111-017 |
111-034 |
| S1 |
110-268 |
110-268 |
111-012 |
110-302 |
| S2 |
110-192 |
110-192 |
110-318 |
|
| S3 |
110-047 |
110-123 |
110-305 |
|
| S4 |
109-222 |
109-298 |
110-265 |
|
|
| 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 |
111-085 |
109-215 |
1-190 |
1.4% |
0-187 |
0.5% |
88% |
True |
False |
10,204 |
| 10 |
111-085 |
109-090 |
1-315 |
1.8% |
0-180 |
0.5% |
91% |
True |
False |
1,263,091 |
| 20 |
111-085 |
109-090 |
1-315 |
1.8% |
0-195 |
0.5% |
91% |
True |
False |
1,695,991 |
| 40 |
113-065 |
109-090 |
3-295 |
3.5% |
0-208 |
0.6% |
46% |
False |
False |
1,873,804 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-209 |
0.6% |
44% |
False |
False |
1,770,143 |
| 80 |
113-120 |
107-115 |
6-005 |
5.4% |
0-217 |
0.6% |
62% |
False |
False |
1,696,592 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-224 |
0.6% |
70% |
False |
False |
1,358,211 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-223 |
0.6% |
70% |
False |
False |
1,131,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-061 |
|
2.618 |
112-145 |
|
1.618 |
112-000 |
|
1.000 |
111-230 |
|
0.618 |
111-175 |
|
HIGH |
111-085 |
|
0.618 |
111-030 |
|
0.500 |
111-012 |
|
0.382 |
110-315 |
|
LOW |
110-260 |
|
0.618 |
110-170 |
|
1.000 |
110-115 |
|
1.618 |
110-025 |
|
2.618 |
109-200 |
|
4.250 |
108-284 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-021 |
110-309 |
| PP |
111-017 |
110-273 |
| S1 |
111-012 |
110-238 |
|