ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
111-060 |
110-290 |
-0-090 |
-0.3% |
111-005 |
| High |
111-105 |
110-305 |
-0-120 |
-0.3% |
112-045 |
| Low |
110-285 |
110-060 |
-0-225 |
-0.6% |
110-210 |
| Close |
110-300 |
110-065 |
-0-235 |
-0.7% |
111-235 |
| Range |
0-140 |
0-245 |
0-105 |
75.0% |
1-155 |
| ATR |
0-200 |
0-204 |
0-003 |
1.6% |
0-000 |
| Volume |
1,500,095 |
2,301,427 |
801,332 |
53.4% |
9,780,641 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-238 |
112-077 |
110-200 |
|
| R3 |
111-313 |
111-152 |
110-132 |
|
| R2 |
111-068 |
111-068 |
110-110 |
|
| R1 |
110-227 |
110-227 |
110-087 |
110-185 |
| PP |
110-143 |
110-143 |
110-143 |
110-122 |
| S1 |
109-302 |
109-302 |
110-043 |
109-260 |
| S2 |
109-218 |
109-218 |
110-020 |
|
| S3 |
108-293 |
109-057 |
109-318 |
|
| S4 |
108-048 |
108-132 |
109-250 |
|
|
| 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 |
110-060 |
1-305 |
1.8% |
0-206 |
0.6% |
1% |
False |
True |
1,895,249 |
| 10 |
112-045 |
110-055 |
1-310 |
1.8% |
0-204 |
0.6% |
2% |
False |
False |
1,978,549 |
| 20 |
112-045 |
109-255 |
2-110 |
2.1% |
0-192 |
0.5% |
17% |
False |
False |
1,922,521 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-207 |
0.6% |
10% |
False |
False |
967,956 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-201 |
0.6% |
10% |
False |
False |
645,460 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-188 |
0.5% |
17% |
False |
False |
484,100 |
| 100 |
113-315 |
106-155 |
7-160 |
6.8% |
0-161 |
0.5% |
50% |
False |
False |
387,280 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-139 |
0.4% |
51% |
False |
False |
322,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-066 |
|
2.618 |
112-306 |
|
1.618 |
112-061 |
|
1.000 |
111-230 |
|
0.618 |
111-136 |
|
HIGH |
110-305 |
|
0.618 |
110-211 |
|
0.500 |
110-182 |
|
0.382 |
110-154 |
|
LOW |
110-060 |
|
0.618 |
109-229 |
|
1.000 |
109-135 |
|
1.618 |
108-304 |
|
2.618 |
108-059 |
|
4.250 |
106-299 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-182 |
110-310 |
| PP |
110-143 |
110-228 |
| S1 |
110-104 |
110-147 |
|