ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
111-195 |
111-060 |
-0-135 |
-0.4% |
111-005 |
| High |
111-240 |
111-105 |
-0-135 |
-0.4% |
112-045 |
| Low |
111-025 |
110-285 |
-0-060 |
-0.2% |
110-210 |
| Close |
111-055 |
110-300 |
-0-075 |
-0.2% |
111-235 |
| Range |
0-215 |
0-140 |
-0-075 |
-34.9% |
1-155 |
| ATR |
0-205 |
0-200 |
-0-005 |
-2.3% |
0-000 |
| Volume |
2,143,179 |
1,500,095 |
-643,084 |
-30.0% |
9,780,641 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-117 |
112-028 |
111-057 |
|
| R3 |
111-297 |
111-208 |
111-018 |
|
| R2 |
111-157 |
111-157 |
111-006 |
|
| R1 |
111-068 |
111-068 |
110-313 |
111-042 |
| PP |
111-017 |
111-017 |
111-017 |
111-004 |
| S1 |
110-248 |
110-248 |
110-287 |
110-222 |
| S2 |
110-197 |
110-197 |
110-274 |
|
| S3 |
110-057 |
110-108 |
110-262 |
|
| S4 |
109-237 |
109-288 |
110-223 |
|
|
| 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 |
110-285 |
1-080 |
1.1% |
0-189 |
0.5% |
4% |
False |
True |
1,822,153 |
| 10 |
112-045 |
110-000 |
2-045 |
1.9% |
0-200 |
0.6% |
44% |
False |
False |
2,059,349 |
| 20 |
112-045 |
109-255 |
2-110 |
2.1% |
0-190 |
0.5% |
49% |
False |
False |
1,811,374 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-207 |
0.6% |
28% |
False |
False |
910,435 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-199 |
0.6% |
27% |
False |
False |
607,104 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-185 |
0.5% |
33% |
False |
False |
455,332 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-158 |
0.4% |
61% |
False |
False |
364,266 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-137 |
0.4% |
61% |
False |
False |
303,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-060 |
|
2.618 |
112-152 |
|
1.618 |
112-012 |
|
1.000 |
111-245 |
|
0.618 |
111-192 |
|
HIGH |
111-105 |
|
0.618 |
111-052 |
|
0.500 |
111-035 |
|
0.382 |
111-018 |
|
LOW |
110-285 |
|
0.618 |
110-198 |
|
1.000 |
110-145 |
|
1.618 |
110-058 |
|
2.618 |
109-238 |
|
4.250 |
109-010 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-035 |
111-138 |
| PP |
111-017 |
111-085 |
| S1 |
110-318 |
111-032 |
|