ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
110-075 |
110-010 |
-0-065 |
-0.2% |
111-250 |
| High |
110-110 |
110-055 |
-0-055 |
-0.2% |
111-310 |
| Low |
109-310 |
109-245 |
-0-065 |
-0.2% |
109-310 |
| Close |
110-025 |
109-260 |
-0-085 |
-0.2% |
110-025 |
| Range |
0-120 |
0-130 |
0-010 |
8.3% |
2-000 |
| ATR |
0-198 |
0-193 |
-0-005 |
-2.4% |
0-000 |
| Volume |
1,628,369 |
1,279,370 |
-348,999 |
-21.4% |
8,916,616 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-043 |
110-282 |
110-012 |
|
| R3 |
110-233 |
110-152 |
109-296 |
|
| R2 |
110-103 |
110-103 |
109-284 |
|
| R1 |
110-022 |
110-022 |
109-272 |
109-318 |
| PP |
109-293 |
109-293 |
109-293 |
109-281 |
| S1 |
109-212 |
109-212 |
109-248 |
109-188 |
| S2 |
109-163 |
109-163 |
109-236 |
|
| S3 |
109-033 |
109-082 |
109-224 |
|
| S4 |
108-223 |
108-272 |
109-188 |
|
|
| 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 |
111-240 |
109-245 |
1-315 |
1.8% |
0-170 |
0.5% |
2% |
False |
True |
1,770,488 |
| 10 |
112-045 |
109-245 |
2-120 |
2.2% |
0-188 |
0.5% |
2% |
False |
True |
1,862,839 |
| 20 |
112-045 |
109-245 |
2-120 |
2.2% |
0-183 |
0.5% |
2% |
False |
True |
2,061,034 |
| 40 |
113-290 |
109-245 |
4-045 |
3.8% |
0-206 |
0.6% |
1% |
False |
True |
1,040,581 |
| 60 |
113-315 |
109-245 |
4-070 |
3.8% |
0-200 |
0.6% |
1% |
False |
True |
693,922 |
| 80 |
113-315 |
109-145 |
4-170 |
4.1% |
0-190 |
0.5% |
8% |
False |
False |
520,447 |
| 100 |
113-315 |
106-155 |
7-160 |
6.8% |
0-160 |
0.5% |
44% |
False |
False |
416,357 |
| 120 |
113-315 |
106-075 |
7-240 |
7.1% |
0-140 |
0.4% |
46% |
False |
False |
346,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-288 |
|
2.618 |
111-075 |
|
1.618 |
110-265 |
|
1.000 |
110-185 |
|
0.618 |
110-135 |
|
HIGH |
110-055 |
|
0.618 |
110-005 |
|
0.500 |
109-310 |
|
0.382 |
109-295 |
|
LOW |
109-245 |
|
0.618 |
109-165 |
|
1.000 |
109-115 |
|
1.618 |
109-035 |
|
2.618 |
108-225 |
|
4.250 |
108-012 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-310 |
110-115 |
| PP |
109-293 |
110-057 |
| S1 |
109-277 |
109-318 |
|