ECBOT 10 Year T-Note Future September 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 110-275 111-115 0-160 0.5% 111-075
High 111-170 111-115 -0-055 -0.2% 111-170
Low 110-220 111-045 0-145 0.4% 110-155
Close 111-170 111-080 -0-090 -0.3% 111-170
Range 0-270 0-070 -0-200 -74.1% 1-015
ATR 0-166 0-163 -0-003 -1.8% 0-000
Volume 47 291 244 519.1% 250
Daily Pivots for day following 04-Mar-2024
Classic Woodie Camarilla DeMark
R4 111-290 111-255 111-118
R3 111-220 111-185 111-099
R2 111-150 111-150 111-093
R1 111-115 111-115 111-086 111-098
PP 111-080 111-080 111-080 111-071
S1 111-045 111-045 111-074 111-028
S2 111-010 111-010 111-067
S3 110-260 110-295 111-061
S4 110-190 110-225 111-042
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 114-103 113-312 112-034
R3 113-088 112-297 111-262
R2 112-073 112-073 111-231
R1 111-282 111-282 111-201 112-018
PP 111-058 111-058 111-058 111-086
S1 110-267 110-267 111-139 111-002
S2 110-043 110-043 111-109
S3 109-028 109-252 111-078
S4 108-013 108-237 110-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-170 110-155 1-015 0.9% 0-146 0.4% 73% False False 102
10 111-170 110-140 1-030 1.0% 0-146 0.4% 74% False False 59
20 112-190 110-140 2-050 1.9% 0-130 0.4% 38% False False 35
40 114-055 110-140 3-235 3.4% 0-104 0.3% 22% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-092
2.618 111-298
1.618 111-228
1.000 111-185
0.618 111-158
HIGH 111-115
0.618 111-088
0.500 111-080
0.382 111-072
LOW 111-045
0.618 111-002
1.000 110-295
1.618 110-252
2.618 110-182
4.250 110-068
Fisher Pivots for day following 04-Mar-2024
Pivot 1 day 3 day
R1 111-080 111-054
PP 111-080 111-028
S1 111-080 111-002

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

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