ECBOT 10 Year T-Note Future September 2024


Trading Metrics calculated at close of trading on 28-Mar-2024
Day Change Summary
Previous Current
27-Mar-2024 28-Mar-2024 Change Change % Previous Week
Open 110-305 111-040 0-055 0.2% 111-125
High 111-105 111-080 -0-025 -0.1% 111-130
Low 110-290 110-315 0-025 0.1% 110-245
Close 111-090 111-055 -0-035 -0.1% 111-055
Range 0-135 0-085 -0-050 -37.0% 0-205
ATR 0-150 0-146 -0-004 -2.6% 0-000
Volume 104 71 -33 -31.7% 237
Daily Pivots for day following 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 111-298 111-262 111-102
R3 111-213 111-177 111-078
R2 111-128 111-128 111-071
R1 111-092 111-092 111-063 111-110
PP 111-043 111-043 111-043 111-052
S1 111-007 111-007 111-047 111-025
S2 110-278 110-278 111-039
S3 110-193 110-242 111-032
S4 110-108 110-157 111-008
Weekly Pivots for week ending 28-Mar-2024
Classic Woodie Camarilla DeMark
R4 113-012 112-238 111-168
R3 112-127 112-033 111-111
R2 111-242 111-242 111-093
R1 111-148 111-148 111-074 111-092
PP 111-037 111-037 111-037 111-009
S1 110-263 110-263 111-036 110-208
S2 110-152 110-152 111-017
S3 109-267 110-058 110-319
S4 109-062 109-173 110-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-130 110-245 0-205 0.6% 0-101 0.3% 63% False False 48
10 111-130 110-085 1-045 1.0% 0-106 0.3% 79% False False 38
20 112-250 110-085 2-165 2.3% 0-141 0.4% 36% False False 80
40 114-055 110-085 3-290 3.5% 0-136 0.4% 23% False False 50
60 114-055 110-085 3-290 3.5% 0-110 0.3% 23% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112-121
2.618 111-303
1.618 111-218
1.000 111-165
0.618 111-133
HIGH 111-080
0.618 111-048
0.500 111-038
0.382 111-027
LOW 110-315
0.618 110-262
1.000 110-230
1.618 110-177
2.618 110-092
4.250 109-274
Fisher Pivots for day following 28-Mar-2024
Pivot 1 day 3 day
R1 111-049 111-042
PP 111-043 111-028
S1 111-038 111-015

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

View Archives - Comment on this page... - Back to Index of Symbols