ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
111-085 |
111-025 |
-0-060 |
-0.2% |
110-145 |
| High |
111-120 |
111-045 |
-0-075 |
-0.2% |
111-175 |
| Low |
110-310 |
110-175 |
-0-135 |
-0.4% |
110-045 |
| Close |
111-005 |
110-195 |
-0-130 |
-0.4% |
111-045 |
| Range |
0-130 |
0-190 |
0-060 |
46.2% |
1-130 |
| ATR |
0-197 |
0-197 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,012 |
3,615 |
2,603 |
257.2% |
25,320 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-175 |
112-055 |
110-300 |
|
| R3 |
111-305 |
111-185 |
110-247 |
|
| R2 |
111-115 |
111-115 |
110-230 |
|
| R1 |
110-315 |
110-315 |
110-212 |
110-280 |
| PP |
110-245 |
110-245 |
110-245 |
110-228 |
| S1 |
110-125 |
110-125 |
110-178 |
110-090 |
| S2 |
110-055 |
110-055 |
110-160 |
|
| S3 |
109-185 |
109-255 |
110-143 |
|
| S4 |
108-315 |
109-065 |
110-090 |
|
|
| 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 |
110-170 |
1-005 |
0.9% |
0-182 |
0.5% |
8% |
False |
False |
3,069 |
| 10 |
111-175 |
109-160 |
2-015 |
1.9% |
0-182 |
0.5% |
54% |
False |
False |
62,932 |
| 20 |
111-175 |
109-090 |
2-085 |
2.0% |
0-201 |
0.6% |
59% |
False |
False |
1,483,118 |
| 40 |
113-065 |
109-090 |
3-295 |
3.5% |
0-205 |
0.6% |
34% |
False |
False |
1,719,273 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-204 |
0.6% |
32% |
False |
False |
1,676,209 |
| 80 |
113-120 |
108-140 |
4-300 |
4.5% |
0-213 |
0.6% |
44% |
False |
False |
1,695,634 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-223 |
0.6% |
64% |
False |
False |
1,358,265 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-225 |
0.6% |
64% |
False |
False |
1,131,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-212 |
|
2.618 |
112-222 |
|
1.618 |
112-032 |
|
1.000 |
111-235 |
|
0.618 |
111-162 |
|
HIGH |
111-045 |
|
0.618 |
110-292 |
|
0.500 |
110-270 |
|
0.382 |
110-248 |
|
LOW |
110-175 |
|
0.618 |
110-058 |
|
1.000 |
109-305 |
|
1.618 |
109-188 |
|
2.618 |
108-318 |
|
4.250 |
108-008 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-270 |
111-015 |
| PP |
110-245 |
110-288 |
| S1 |
110-220 |
110-242 |
|