ECBOT 10 Year T-Note Future June 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 |
111-250 |
111-195 |
-0-055 |
-0.2% |
111-005 |
High |
111-310 |
111-240 |
-0-070 |
-0.2% |
112-045 |
Low |
111-165 |
111-025 |
-0-140 |
-0.4% |
110-210 |
Close |
111-190 |
111-055 |
-0-135 |
-0.4% |
111-235 |
Range |
0-145 |
0-215 |
0-070 |
48.3% |
1-155 |
ATR |
0-204 |
0-205 |
0-001 |
0.4% |
0-000 |
Volume |
1,343,546 |
2,143,179 |
799,633 |
59.5% |
9,780,641 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-112 |
112-298 |
111-173 |
|
R3 |
112-217 |
112-083 |
111-114 |
|
R2 |
112-002 |
112-002 |
111-094 |
|
R1 |
111-188 |
111-188 |
111-075 |
111-148 |
PP |
111-107 |
111-107 |
111-107 |
111-086 |
S1 |
110-293 |
110-293 |
111-035 |
110-252 |
S2 |
110-212 |
110-212 |
111-016 |
|
S3 |
109-317 |
110-078 |
110-316 |
|
S4 |
109-102 |
109-183 |
110-257 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-308 |
115-107 |
112-176 |
|
R3 |
114-153 |
113-272 |
112-046 |
|
R2 |
112-318 |
112-318 |
112-002 |
|
R1 |
112-117 |
112-117 |
111-279 |
112-218 |
PP |
111-163 |
111-163 |
111-163 |
111-214 |
S1 |
110-282 |
110-282 |
111-191 |
111-062 |
S2 |
110-008 |
110-008 |
111-148 |
|
S3 |
108-173 |
109-127 |
111-104 |
|
S4 |
107-018 |
107-292 |
110-294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-045 |
111-025 |
1-020 |
1.0% |
0-202 |
0.6% |
9% |
False |
True |
1,984,610 |
10 |
112-045 |
110-000 |
2-045 |
1.9% |
0-198 |
0.6% |
55% |
False |
False |
2,093,148 |
20 |
112-045 |
109-255 |
2-110 |
2.1% |
0-210 |
0.6% |
59% |
False |
False |
1,738,634 |
40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-210 |
0.6% |
33% |
False |
False |
872,962 |
60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-200 |
0.6% |
33% |
False |
False |
582,104 |
80 |
113-315 |
109-105 |
4-210 |
4.2% |
0-184 |
0.5% |
40% |
False |
False |
436,581 |
100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-158 |
0.4% |
64% |
False |
False |
349,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-194 |
2.618 |
113-163 |
1.618 |
112-268 |
1.000 |
112-135 |
0.618 |
112-053 |
HIGH |
111-240 |
0.618 |
111-158 |
0.500 |
111-132 |
0.382 |
111-107 |
LOW |
111-025 |
0.618 |
110-212 |
1.000 |
110-130 |
1.618 |
109-317 |
2.618 |
109-102 |
4.250 |
108-071 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
111-132 |
111-195 |
PP |
111-107 |
111-148 |
S1 |
111-081 |
111-102 |
|