ECBOT 10 Year T-Note Future June 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 |
111-070 |
111-170 |
0-100 |
0.3% |
110-120 |
High |
111-230 |
111-270 |
0-040 |
0.1% |
111-020 |
Low |
111-025 |
111-110 |
0-085 |
0.2% |
109-315 |
Close |
111-155 |
111-210 |
0-055 |
0.2% |
111-010 |
Range |
0-205 |
0-160 |
-0-045 |
-22.0% |
1-025 |
ATR |
0-206 |
0-203 |
-0-003 |
-1.6% |
0-000 |
Volume |
2,312,376 |
1,935,948 |
-376,428 |
-16.3% |
14,672,068 |
|
Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-037 |
112-283 |
111-298 |
|
R3 |
112-197 |
112-123 |
111-254 |
|
R2 |
112-037 |
112-037 |
111-239 |
|
R1 |
111-283 |
111-283 |
111-225 |
112-000 |
PP |
111-197 |
111-197 |
111-197 |
111-215 |
S1 |
111-123 |
111-123 |
111-195 |
111-160 |
S2 |
111-037 |
111-037 |
111-181 |
|
S3 |
110-197 |
110-283 |
111-166 |
|
S4 |
110-037 |
110-123 |
111-122 |
|
|
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 |
111-270 |
110-055 |
1-215 |
1.5% |
0-202 |
0.6% |
89% |
True |
False |
2,061,848 |
10 |
111-270 |
109-255 |
2-015 |
1.8% |
0-188 |
0.5% |
91% |
True |
False |
2,517,361 |
20 |
111-270 |
109-255 |
2-015 |
1.8% |
0-200 |
0.6% |
91% |
True |
False |
1,457,092 |
40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-208 |
0.6% |
45% |
False |
False |
731,135 |
60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-200 |
0.6% |
44% |
False |
False |
487,526 |
80 |
113-315 |
108-130 |
5-185 |
5.0% |
0-176 |
0.5% |
58% |
False |
False |
365,647 |
100 |
113-315 |
106-075 |
7-240 |
6.9% |
0-152 |
0.4% |
70% |
False |
False |
292,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-310 |
2.618 |
113-049 |
1.618 |
112-209 |
1.000 |
112-110 |
0.618 |
112-049 |
HIGH |
111-270 |
0.618 |
111-209 |
0.500 |
111-190 |
0.382 |
111-171 |
LOW |
111-110 |
0.618 |
111-011 |
1.000 |
110-270 |
1.618 |
110-171 |
2.618 |
110-011 |
4.250 |
109-070 |
|
|
Fisher Pivots for day following 07-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
111-203 |
111-170 |
PP |
111-197 |
111-130 |
S1 |
111-190 |
111-090 |
|