ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 19-Mar-2024
Day Change Summary
Previous Current
18-Mar-2024 19-Mar-2024 Change Change % Previous Week
Open 109-190 109-300 0-110 0.3% 111-085
High 109-220 109-300 0-080 0.2% 111-120
Low 109-115 109-155 0-040 0.1% 109-170
Close 109-115 109-215 0-100 0.3% 109-195
Range 0-105 0-145 0-040 38.1% 1-270
ATR 0-183 0-183 0-000 0.1% 0-000
Volume 228 55 -173 -75.9% 7,666
Daily Pivots for day following 19-Mar-2024
Classic Woodie Camarilla DeMark
R4 111-018 110-262 109-295
R3 110-193 110-117 109-255
R2 110-048 110-048 109-242
R1 109-292 109-292 109-228 109-258
PP 109-223 109-223 109-223 109-206
S1 109-147 109-147 109-202 109-112
S2 109-078 109-078 109-188
S3 108-253 109-002 109-175
S4 108-108 108-177 109-135
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 115-225 114-160 110-200
R3 113-275 112-210 110-037
R2 112-005 112-005 109-303
R1 110-260 110-260 109-249 110-158
PP 110-055 110-055 110-055 110-004
S1 108-310 108-310 109-141 108-208
S2 108-105 108-105 109-087
S3 106-155 107-040 109-033
S4 104-205 105-090 108-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-255 109-115 1-140 1.3% 0-144 0.4% 22% False False 664
10 111-175 109-115 2-060 2.0% 0-163 0.5% 14% False False 1,867
20 111-175 109-090 2-085 2.1% 0-170 0.5% 17% False False 971,704
40 113-065 109-090 3-295 3.6% 0-198 0.6% 10% False False 1,488,225
60 113-120 109-090 4-030 3.7% 0-200 0.6% 10% False False 1,530,529
80 113-120 108-185 4-255 4.4% 0-209 0.6% 23% False False 1,670,748
100 113-120 105-265 7-175 6.9% 0-218 0.6% 51% False False 1,358,271
120 113-120 105-215 7-225 7.0% 0-224 0.6% 52% False False 1,131,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-276
2.618 111-040
1.618 110-215
1.000 110-125
0.618 110-070
HIGH 109-300
0.618 109-245
0.500 109-228
0.382 109-210
LOW 109-155
0.618 109-065
1.000 109-010
1.618 108-240
2.618 108-095
4.250 107-179
Fisher Pivots for day following 19-Mar-2024
Pivot 1 day 3 day
R1 109-228 109-212
PP 109-223 109-210
S1 109-219 109-208

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

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