ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-125 |
110-150 |
0-025 |
0.1% |
110-120 |
| High |
110-210 |
111-020 |
0-130 |
0.4% |
111-020 |
| Low |
110-000 |
110-055 |
0-055 |
0.2% |
109-315 |
| Close |
110-140 |
111-010 |
0-190 |
0.5% |
111-010 |
| Range |
0-210 |
0-285 |
0-075 |
35.7% |
1-025 |
| ATR |
0-204 |
0-210 |
0-006 |
2.8% |
0-000 |
| Volume |
3,109,426 |
2,716,603 |
-392,823 |
-12.6% |
14,672,068 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-137 |
113-038 |
111-167 |
|
| R3 |
112-172 |
112-073 |
111-088 |
|
| R2 |
111-207 |
111-207 |
111-062 |
|
| R1 |
111-108 |
111-108 |
111-036 |
111-158 |
| PP |
110-242 |
110-242 |
110-242 |
110-266 |
| S1 |
110-143 |
110-143 |
110-304 |
110-192 |
| S2 |
109-277 |
109-277 |
110-278 |
|
| S3 |
108-312 |
109-178 |
110-252 |
|
| S4 |
108-027 |
108-213 |
110-173 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-297 |
113-178 |
111-200 |
|
| R3 |
112-272 |
112-153 |
111-105 |
|
| R2 |
111-247 |
111-247 |
111-073 |
|
| R1 |
111-128 |
111-128 |
111-042 |
111-188 |
| PP |
110-222 |
110-222 |
110-222 |
110-251 |
| S1 |
110-103 |
110-103 |
110-298 |
110-162 |
| S2 |
109-197 |
109-197 |
110-267 |
|
| S3 |
108-172 |
109-078 |
110-235 |
|
| S4 |
107-147 |
108-053 |
110-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-020 |
109-315 |
1-025 |
1.0% |
0-187 |
0.5% |
97% |
True |
False |
2,934,413 |
| 10 |
111-020 |
109-255 |
1-085 |
1.1% |
0-192 |
0.5% |
98% |
True |
False |
2,130,073 |
| 20 |
113-170 |
109-255 |
3-235 |
3.4% |
0-220 |
0.6% |
33% |
False |
False |
1,079,623 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-214 |
0.6% |
30% |
False |
False |
541,360 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-199 |
0.6% |
29% |
False |
False |
360,983 |
| 80 |
113-315 |
108-130 |
5-185 |
5.0% |
0-170 |
0.5% |
47% |
False |
False |
270,739 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-144 |
0.4% |
62% |
False |
False |
216,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-271 |
|
2.618 |
113-126 |
|
1.618 |
112-161 |
|
1.000 |
111-305 |
|
0.618 |
111-196 |
|
HIGH |
111-020 |
|
0.618 |
110-231 |
|
0.500 |
110-198 |
|
0.382 |
110-164 |
|
LOW |
110-055 |
|
0.618 |
109-199 |
|
1.000 |
109-090 |
|
1.618 |
108-234 |
|
2.618 |
107-269 |
|
4.250 |
106-124 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-286 |
110-277 |
| PP |
110-242 |
110-223 |
| S1 |
110-198 |
110-170 |
|