ECBOT 10 Year T-Note Future June 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 |
110-290 |
110-075 |
-0-215 |
-0.6% |
111-250 |
| High |
110-305 |
110-110 |
-0-195 |
-0.5% |
111-310 |
| Low |
110-060 |
109-310 |
-0-070 |
-0.2% |
109-310 |
| Close |
110-065 |
110-025 |
-0-040 |
-0.1% |
110-025 |
| Range |
0-245 |
0-120 |
-0-125 |
-51.0% |
2-000 |
| ATR |
0-204 |
0-198 |
-0-006 |
-2.9% |
0-000 |
| Volume |
2,301,427 |
1,628,369 |
-673,058 |
-29.2% |
8,916,616 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-082 |
111-013 |
110-091 |
|
| R3 |
110-282 |
110-213 |
110-058 |
|
| R2 |
110-162 |
110-162 |
110-047 |
|
| R1 |
110-093 |
110-093 |
110-036 |
110-068 |
| PP |
110-042 |
110-042 |
110-042 |
110-029 |
| S1 |
109-293 |
109-293 |
110-014 |
109-268 |
| S2 |
109-242 |
109-242 |
110-003 |
|
| S3 |
109-122 |
109-173 |
109-312 |
|
| S4 |
109-002 |
109-053 |
109-279 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-215 |
115-120 |
111-057 |
|
| R3 |
114-215 |
113-120 |
110-201 |
|
| R2 |
112-215 |
112-215 |
110-142 |
|
| R1 |
111-120 |
111-120 |
110-084 |
111-008 |
| PP |
110-215 |
110-215 |
110-215 |
110-159 |
| S1 |
109-120 |
109-120 |
109-286 |
109-008 |
| S2 |
108-215 |
108-215 |
109-228 |
|
| S3 |
106-215 |
107-120 |
109-169 |
|
| S4 |
104-215 |
105-120 |
108-313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-310 |
109-310 |
2-000 |
1.8% |
0-173 |
0.5% |
5% |
False |
True |
1,783,323 |
| 10 |
112-045 |
109-310 |
2-055 |
2.0% |
0-188 |
0.5% |
5% |
False |
True |
1,869,725 |
| 20 |
112-045 |
109-255 |
2-110 |
2.1% |
0-190 |
0.5% |
12% |
False |
False |
1,999,899 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-206 |
0.6% |
7% |
False |
False |
1,008,636 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-201 |
0.6% |
7% |
False |
False |
672,600 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-189 |
0.5% |
14% |
False |
False |
504,455 |
| 100 |
113-315 |
106-155 |
7-160 |
6.8% |
0-159 |
0.5% |
48% |
False |
False |
403,564 |
| 120 |
113-315 |
106-075 |
7-240 |
7.0% |
0-140 |
0.4% |
50% |
False |
False |
336,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-300 |
|
2.618 |
111-104 |
|
1.618 |
110-304 |
|
1.000 |
110-230 |
|
0.618 |
110-184 |
|
HIGH |
110-110 |
|
0.618 |
110-064 |
|
0.500 |
110-050 |
|
0.382 |
110-036 |
|
LOW |
109-310 |
|
0.618 |
109-236 |
|
1.000 |
109-190 |
|
1.618 |
109-116 |
|
2.618 |
108-316 |
|
4.250 |
108-120 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-050 |
110-208 |
| PP |
110-042 |
110-147 |
| S1 |
110-033 |
110-086 |
|