ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 111-115 111-080 -0-035 -0.1% 111-075
High 111-115 111-245 0-130 0.4% 111-170
Low 111-045 111-080 0-035 0.1% 110-155
Close 111-080 111-245 0-165 0.5% 111-170
Range 0-070 0-165 0-095 135.7% 1-015
ATR 0-163 0-163 0-000 0.1% 0-000
Volume 291 9 -282 -96.9% 250
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 113-045 112-310 112-016
R3 112-200 112-145 111-290
R2 112-035 112-035 111-275
R1 111-300 111-300 111-260 112-008
PP 111-190 111-190 111-190 111-204
S1 111-135 111-135 111-230 111-162
S2 111-025 111-025 111-215
S3 110-180 110-290 111-200
S4 110-015 110-125 111-154
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
5 111-245 110-155 1-090 1.1% 0-159 0.4% 100% True False 93
10 111-245 110-140 1-105 1.2% 0-148 0.4% 100% True False 60
20 112-160 110-140 2-020 1.8% 0-127 0.4% 64% False False 33
40 114-055 110-140 3-235 3.3% 0-108 0.3% 36% False False 21
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-306
2.618 113-037
1.618 112-192
1.000 112-090
0.618 112-027
HIGH 111-245
0.618 111-182
0.500 111-162
0.382 111-143
LOW 111-080
0.618 110-298
1.000 110-235
1.618 110-133
2.618 109-288
4.250 109-019
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 111-218 111-188
PP 111-190 111-130
S1 111-162 111-072

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

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