ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-130 |
109-260 |
-0-190 |
-0.5% |
111-085 |
| High |
110-155 |
109-270 |
-0-205 |
-0.6% |
111-120 |
| Low |
109-235 |
109-170 |
-0-065 |
-0.2% |
109-170 |
| Close |
109-235 |
109-195 |
-0-040 |
-0.1% |
109-195 |
| Range |
0-240 |
0-100 |
-0-140 |
-58.3% |
1-270 |
| ATR |
0-195 |
0-189 |
-0-007 |
-3.5% |
0-000 |
| Volume |
2,067 |
746 |
-1,321 |
-63.9% |
7,666 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-192 |
110-133 |
109-250 |
|
| R3 |
110-092 |
110-033 |
109-222 |
|
| R2 |
109-312 |
109-312 |
109-213 |
|
| R1 |
109-253 |
109-253 |
109-204 |
109-232 |
| PP |
109-212 |
109-212 |
109-212 |
109-201 |
| S1 |
109-153 |
109-153 |
109-186 |
109-132 |
| S2 |
109-112 |
109-112 |
109-177 |
|
| S3 |
109-012 |
109-053 |
109-168 |
|
| S4 |
108-232 |
108-273 |
109-140 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-225 |
114-160 |
110-200 |
|
| R3 |
113-275 |
112-210 |
110-037 |
|
| R2 |
112-005 |
112-005 |
109-303 |
|
| R1 |
110-260 |
110-260 |
109-249 |
110-158 |
| PP |
110-055 |
110-055 |
110-055 |
110-004 |
| S1 |
108-310 |
108-310 |
109-141 |
108-208 |
| S2 |
108-105 |
108-105 |
109-087 |
|
| S3 |
106-155 |
107-040 |
109-033 |
|
| S4 |
104-205 |
105-090 |
108-190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-120 |
109-170 |
1-270 |
1.7% |
0-158 |
0.5% |
4% |
False |
True |
1,533 |
| 10 |
111-175 |
109-170 |
2-005 |
1.8% |
0-170 |
0.5% |
4% |
False |
True |
3,298 |
| 20 |
111-175 |
109-090 |
2-085 |
2.1% |
0-179 |
0.5% |
14% |
False |
False |
1,160,342 |
| 40 |
113-065 |
109-090 |
3-295 |
3.6% |
0-200 |
0.6% |
8% |
False |
False |
1,559,822 |
| 60 |
113-120 |
109-090 |
4-030 |
3.7% |
0-201 |
0.6% |
8% |
False |
False |
1,573,313 |
| 80 |
113-120 |
108-185 |
4-255 |
4.4% |
0-209 |
0.6% |
21% |
False |
False |
1,693,733 |
| 100 |
113-120 |
105-230 |
7-210 |
7.0% |
0-221 |
0.6% |
51% |
False |
False |
1,358,278 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-224 |
0.6% |
51% |
False |
False |
1,131,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-055 |
|
2.618 |
110-212 |
|
1.618 |
110-112 |
|
1.000 |
110-050 |
|
0.618 |
110-012 |
|
HIGH |
109-270 |
|
0.618 |
109-232 |
|
0.500 |
109-220 |
|
0.382 |
109-208 |
|
LOW |
109-170 |
|
0.618 |
109-108 |
|
1.000 |
109-070 |
|
1.618 |
109-008 |
|
2.618 |
108-228 |
|
4.250 |
108-065 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-220 |
110-052 |
| PP |
109-212 |
109-313 |
| S1 |
109-203 |
109-254 |
|