ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
111-070 |
111-085 |
0-015 |
0.0% |
110-145 |
| High |
111-175 |
111-120 |
-0-055 |
-0.2% |
111-175 |
| Low |
110-245 |
110-310 |
0-065 |
0.2% |
110-045 |
| Close |
111-045 |
111-005 |
-0-040 |
-0.1% |
111-045 |
| Range |
0-250 |
0-130 |
-0-120 |
-48.0% |
1-130 |
| ATR |
0-202 |
0-197 |
-0-005 |
-2.6% |
0-000 |
| Volume |
1,714 |
1,012 |
-702 |
-41.0% |
25,320 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-108 |
112-027 |
111-076 |
|
| R3 |
111-298 |
111-217 |
111-041 |
|
| R2 |
111-168 |
111-168 |
111-029 |
|
| R1 |
111-087 |
111-087 |
111-017 |
111-062 |
| PP |
111-038 |
111-038 |
111-038 |
111-026 |
| S1 |
110-277 |
110-277 |
110-313 |
110-252 |
| S2 |
110-228 |
110-228 |
110-301 |
|
| S3 |
110-098 |
110-147 |
110-289 |
|
| S4 |
109-288 |
110-017 |
110-254 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-052 |
114-178 |
111-292 |
|
| R3 |
113-242 |
113-048 |
111-169 |
|
| R2 |
112-112 |
112-112 |
111-128 |
|
| R1 |
111-238 |
111-238 |
111-086 |
112-015 |
| PP |
110-302 |
110-302 |
110-302 |
111-030 |
| S1 |
110-108 |
110-108 |
111-004 |
110-205 |
| S2 |
109-172 |
109-172 |
110-282 |
|
| S3 |
108-042 |
108-298 |
110-241 |
|
| S4 |
106-232 |
107-168 |
110-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-175 |
110-070 |
1-105 |
1.2% |
0-189 |
0.5% |
60% |
False |
False |
4,015 |
| 10 |
111-175 |
109-150 |
2-025 |
1.9% |
0-176 |
0.5% |
74% |
False |
False |
304,538 |
| 20 |
111-175 |
109-090 |
2-085 |
2.0% |
0-197 |
0.6% |
77% |
False |
False |
1,539,355 |
| 40 |
113-065 |
109-090 |
3-295 |
3.5% |
0-206 |
0.6% |
44% |
False |
False |
1,771,874 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-209 |
0.6% |
42% |
False |
False |
1,715,725 |
| 80 |
113-120 |
107-215 |
5-225 |
5.1% |
0-217 |
0.6% |
59% |
False |
False |
1,696,074 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-224 |
0.6% |
69% |
False |
False |
1,358,236 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-225 |
0.6% |
69% |
False |
False |
1,131,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-032 |
|
2.618 |
112-140 |
|
1.618 |
112-010 |
|
1.000 |
111-250 |
|
0.618 |
111-200 |
|
HIGH |
111-120 |
|
0.618 |
111-070 |
|
0.500 |
111-055 |
|
0.382 |
111-040 |
|
LOW |
110-310 |
|
0.618 |
110-230 |
|
1.000 |
110-180 |
|
1.618 |
110-100 |
|
2.618 |
109-290 |
|
4.250 |
109-078 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-055 |
111-050 |
| PP |
111-038 |
111-035 |
| S1 |
111-022 |
111-020 |
|