ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 06-Mar-2024
Day Change Summary
Previous Current
05-Mar-2024 06-Mar-2024 Change Change % Previous Week
Open 111-080 111-140 0-060 0.2% 111-075
High 111-245 112-005 0-080 0.2% 111-170
Low 111-080 111-140 0-060 0.2% 110-155
Close 111-245 111-285 0-040 0.1% 111-170
Range 0-165 0-185 0-020 12.1% 1-015
ATR 0-163 0-165 0-002 1.0% 0-000
Volume 9 47 38 422.2% 250
Daily Pivots for day following 06-Mar-2024
Classic Woodie Camarilla DeMark
R4 113-165 113-090 112-067
R3 112-300 112-225 112-016
R2 112-115 112-115 111-319
R1 112-040 112-040 111-302 112-078
PP 111-250 111-250 111-250 111-269
S1 111-175 111-175 111-268 111-212
S2 111-065 111-065 111-251
S3 110-200 110-310 111-234
S4 110-015 110-125 111-183
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
5 112-005 110-155 1-170 1.4% 0-181 0.5% 92% True False 84
10 112-005 110-140 1-185 1.4% 0-152 0.4% 92% True False 63
20 112-160 110-140 2-020 1.8% 0-135 0.4% 70% False False 36
40 114-055 110-140 3-235 3.3% 0-112 0.3% 39% False False 22
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-151
2.618 113-169
1.618 112-304
1.000 112-190
0.618 112-119
HIGH 112-005
0.618 111-254
0.500 111-232
0.382 111-211
LOW 111-140
0.618 111-026
1.000 110-275
1.618 110-161
2.618 109-296
4.250 108-314
Fisher Pivots for day following 06-Mar-2024
Pivot 1 day 3 day
R1 111-268 111-252
PP 111-250 111-218
S1 111-232 111-185

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

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